+95.5%
DOCU vs EFV
+105.6%
-10.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -3.4% | +2.1% | -5.5% | -4.9% |
| 30D | +9.3% | +3.1% | +6.2% | +6.8% |
| 3M | +30.2% | -1.3% | +31.5% | +31.0% |
| 6M | +62.1% | +6.0% | +56.1% | +54.3% |
| YTD | +13.5% | +15.8% | -2.3% | -0.6% |
| 1Y | +11.5% | +21.1% | -9.6% | -5.7% |
| 3Y | +89.5% | +91.0% | -1.5% | +11.3% |
| 5Y | -69.6% | +94.3% | -163.9% | -82.3% |
| All | +95.5% | +105.6% | -10.1% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling