+72.2%
DOCU vs EFV
+111.7%
-39.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +6.9% | +1.5% | +5.4% | +5.7% |
| 30D | +19.0% | +1.7% | +17.3% | +17.5% |
| 3M | +34.3% | +8.6% | +25.7% | +26.1% |
| 6M | +48.0% | +11.7% | +36.3% | +34.9% |
| YTD | 0.0% | +19.3% | -19.3% | -14.0% |
| 1Y | -10.3% | +30.2% | -40.5% | -28.1% |
| 3Y | +32.4% | +91.6% | -59.2% | -22.1% |
| 5Y | -77.9% | +96.4% | -174.3% | -87.3% |
| All | +72.2% | +111.7% | -39.5% | -4.7% |
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 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