-10.3%
DOCU vs ES
+16.6%
-26.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.6% |
| 7D | +6.9% | +0.3% | +6.6% | +6.9% |
| 30D | +19.0% | -2.0% | +21.0% | +18.8% |
| 3M | +34.3% | +1.7% | +32.6% | +34.9% |
| 6M | +48.0% | -3.5% | +51.5% | +49.0% |
| YTD | 0.0% | +7.9% | -7.9% | +0.7% |
| 1Y | -10.3% | +17.2% | -27.4% | -7.4% |
| All | -10.3% | +16.6% | -26.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling