+95.3%
DOCU vs EFV
+100.9%
-5.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.7% |
| 7D | -5.5% | -0.7% | -4.9% | -5.1% |
| 30D | +12.6% | +0.9% | +11.8% | +11.8% |
| 3M | +36.4% | -3.6% | +39.9% | +39.6% |
| 6M | +66.8% | +2.5% | +64.3% | +62.5% |
| YTD | +13.5% | +13.2% | +0.3% | +1.1% |
| 1Y | +11.3% | +20.3% | -9.0% | -5.6% |
| 3Y | +92.1% | +84.9% | +7.1% | +15.5% |
| 5Y | -71.0% | +87.7% | -158.7% | -82.7% |
| All | +95.3% | +100.9% | -5.5% | +12.1% |
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