-76.5%
DOCU vs EL
-67.1%
-9.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.6% |
| 7D | +6.9% | +0.8% | +6.1% | +6.6% |
| 30D | +19.0% | +19.8% | -0.8% | +10.8% |
| 3M | +34.3% | +25.7% | +8.6% | +22.7% |
| 6M | +48.0% | +5.4% | +42.6% | +42.3% |
| YTD | 0.0% | +0.2% | -0.2% | -3.8% |
| 1Y | -10.3% | +20.4% | -30.7% | -21.0% |
| 3Y | +32.4% | -32.1% | +64.5% | +45.4% |
| All | -76.5% | -67.1% | -9.4% | -56.4% |
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 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