-76.9%
DOCU vs EFV
+96.3%
-173.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.1% |
| 7D | +0.7% | +1.0% | -0.3% | -0.3% |
| 30D | +8.0% | +0.2% | +7.8% | +7.8% |
| 3M | +41.0% | +9.6% | +31.4% | +27.0% |
| 6M | +33.7% | +14.0% | +19.6% | +13.5% |
| YTD | -4.9% | +18.5% | -23.3% | -24.1% |
| 1Y | -20.4% | +27.9% | -48.3% | -42.6% |
| 3Y | +29.6% | +92.4% | -62.8% | -48.5% |
| 5Y | -76.9% | +97.2% | -174.1% | -91.7% |
| All | -76.9% | +96.3% | -173.2% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling