-10.3%
DOCU vs EL
+14.8%
-25.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.2% |
| 7D | +6.9% | +0.8% | +6.1% | +6.8% |
| 30D | +19.0% | +19.8% | -0.8% | +15.6% |
| 3M | +34.3% | +25.7% | +8.6% | +29.7% |
| 6M | +48.0% | +5.4% | +42.6% | +44.5% |
| YTD | 0.0% | +0.2% | -0.2% | -2.8% |
| 1Y | -10.3% | +20.4% | -30.7% | -19.2% |
| All | -10.3% | +14.8% | -25.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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