-70.5%
DOCU vs EAT
+381.2%
-451.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -0.8% |
| 7D | -3.2% | -3.3% | +0.1% | -2.2% |
| 30D | +15.7% | +11.7% | +4.0% | +10.7% |
| 3M | +37.3% | -5.9% | +43.2% | +37.7% |
| 6M | +63.1% | +46.7% | +16.4% | +37.0% |
| YTD | +15.4% | +48.2% | -32.8% | -5.8% |
| 1Y | +11.3% | +105.4% | -94.1% | -21.6% |
| 3Y | +92.1% | +502.8% | -410.7% | -32.6% |
| 5Y | -70.5% | +376.3% | -446.8% | -90.0% |
| All | -70.5% | +381.2% | -451.7% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling