+103.3%
DOCU vs EAT
+398.9%
-295.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +4.1% | -4.0% | +8.0% | +4.8% |
| 30D | +7.4% | -2.9% | +10.2% | +7.6% |
| 3M | +26.0% | -16.9% | +42.9% | +29.7% |
| 6M | +79.2% | +57.0% | +22.2% | +61.5% |
| YTD | +18.1% | +38.2% | -20.1% | +7.9% |
| 1Y | +20.5% | +69.3% | -48.8% | +5.4% |
| 3Y | +96.4% | +483.0% | -386.6% | +30.0% |
| 5Y | -69.5% | +364.1% | -433.6% | -79.6% |
| All | +103.3% | +398.9% | -295.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling