+92.1%
DOCU vs EL
+3.8%
+88.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | -5.5% | +0.8% | -6.3% | -5.7% |
| 30D | +12.6% | +16.5% | -3.9% | +9.5% |
| 3M | +36.4% | +29.2% | +7.2% | +29.8% |
| 6M | +66.8% | +27.9% | +38.9% | +58.4% |
| YTD | +13.5% | +6.2% | +7.3% | +10.1% |
| 1Y | +11.3% | +27.2% | -15.9% | +3.8% |
| 3Y | +92.1% | +3.2% | +88.8% | +66.1% |
| All | +92.1% | +3.8% | +88.3% | +66.1% |
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