+16.4%
DOCU vs EFV
+20.5%
-4.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.7% |
| 30D | +12.9% | +3.1% | +9.9% | +13.9% |
| 3M | +35.1% | -1.2% | +36.3% | +34.8% |
| 6M | +76.2% | +5.6% | +70.5% | +79.2% |
| YTD | +17.2% | +15.8% | +1.4% | +14.4% |
| 1Y | +16.4% | +20.0% | -3.6% | +8.4% |
| All | +16.4% | +20.5% | -4.1% | +8.4% |
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