+30.9%
DOCU vs EL
-31.7%
+62.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.2% |
| 7D | +6.9% | +0.8% | +6.1% | +6.7% |
| 30D | +19.0% | +19.8% | -0.8% | +15.0% |
| 3M | +34.3% | +25.7% | +8.6% | +28.6% |
| 6M | +48.0% | +5.4% | +42.6% | +45.2% |
| YTD | 0.0% | +0.2% | -0.2% | -1.7% |
| 1Y | -10.3% | +20.4% | -30.7% | -15.3% |
| All | +30.9% | -31.7% | +62.6% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling