+92.1%
DOCU vs EFV
+84.2%
+7.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -5.5% | -0.7% | -4.9% | -5.3% |
| 30D | +12.6% | +0.9% | +11.8% | +12.1% |
| 3M | +36.4% | -3.6% | +39.9% | +38.6% |
| 6M | +66.8% | +2.5% | +64.3% | +63.8% |
| YTD | +13.5% | +13.2% | +0.3% | +2.3% |
| 1Y | +11.3% | +20.3% | -9.0% | -4.8% |
| 3Y | +92.1% | +84.9% | +7.1% | +13.4% |
| All | +92.1% | +84.2% | +7.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling