-70.5%
DOCU vs EL
-65.9%
-4.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -0.5% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | +15.7% | +15.3% | +0.4% | +9.7% |
| 3M | +37.3% | +24.2% | +13.1% | +25.7% |
| 6M | +63.1% | +30.9% | +32.2% | +44.9% |
| YTD | +15.4% | +3.9% | +11.5% | +9.1% |
| 1Y | +11.3% | +19.9% | -8.5% | -1.4% |
| 3Y | +92.1% | +2.5% | +89.6% | +59.2% |
| 5Y | -70.5% | -66.7% | -3.8% | -43.5% |
| All | -70.5% | -65.9% | -4.6% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling