+101.7%
DOCU vs EL
-16.7%
+118.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +1.6% | +2.7% | -1.1% | +0.5% |
| 30D | +10.8% | +10.8% | 0.0% | +6.7% |
| 3M | +38.0% | +26.5% | +11.5% | +25.5% |
| 6M | +77.4% | +31.1% | +46.3% | +58.0% |
| YTD | +17.2% | +6.6% | +10.5% | +9.8% |
| 1Y | +15.6% | +21.8% | -6.2% | +2.3% |
| 3Y | +95.6% | +1.8% | +93.8% | +68.6% |
| 5Y | -69.7% | -65.6% | -4.1% | -55.1% |
| All | +101.7% | -16.7% | +118.4% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling