+95.7%
DOCU vs EL
-14.7%
+110.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | -4.8% | +8.0% | -12.8% | -7.5% |
| 30D | +9.4% | +15.4% | -6.0% | +3.7% |
| 3M | +29.0% | +28.5% | +0.5% | +16.8% |
| 6M | +62.3% | +32.2% | +30.1% | +44.2% |
| YTD | +13.7% | +9.2% | +4.5% | +5.6% |
| 1Y | +11.5% | +30.8% | -19.2% | -4.0% |
| 3Y | +94.2% | +3.7% | +90.5% | +66.4% |
| 5Y | -71.7% | -64.8% | -7.0% | -58.4% |
| All | +95.7% | -14.7% | +110.4% | +95.4% |
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