+98.6%
DOCU vs EFV
+103.7%
-5.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.6% |
| 7D | -3.2% | +0.3% | -3.5% | -3.5% |
| 30D | +15.7% | +1.2% | +14.5% | +14.6% |
| 3M | +37.3% | -2.1% | +39.3% | +39.0% |
| 6M | +63.1% | +6.4% | +56.7% | +54.5% |
| YTD | +15.4% | +14.8% | +0.6% | +1.8% |
| 1Y | +11.3% | +22.4% | -11.1% | -6.8% |
| 3Y | +92.1% | +86.6% | +5.5% | +14.8% |
| 5Y | -70.5% | +90.4% | -160.9% | -82.6% |
| All | +98.6% | +103.7% | -5.1% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling