+103.3%
DOCU vs EFV
+106.0%
-2.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +4.1% | +2.5% | +1.5% | +2.2% |
| 30D | +7.4% | +2.9% | +4.4% | +5.0% |
| 3M | +26.0% | -1.4% | +27.4% | +26.9% |
| 6M | +79.2% | +5.5% | +73.7% | +71.1% |
| YTD | +18.1% | +16.1% | +2.0% | +3.3% |
| 1Y | +20.5% | +20.3% | +0.2% | +2.4% |
| 3Y | +96.4% | +90.4% | +6.0% | +15.6% |
| 5Y | -69.5% | +93.5% | -163.0% | -82.2% |
| All | +103.3% | +106.0% | -2.7% | +14.5% |
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