-10.3%
DOCU vs EFV
+30.7%
-41.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +1.5% | +5.4% | +7.2% |
| 30D | +19.0% | +1.7% | +17.3% | +19.3% |
| 3M | +34.3% | +8.6% | +25.7% | +36.4% |
| 6M | +48.0% | +11.7% | +36.3% | +49.5% |
| YTD | 0.0% | +19.3% | -19.3% | -3.3% |
| 1Y | -10.3% | +30.2% | -40.5% | -19.9% |
| All | -10.3% | +30.7% | -41.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling