+95.3%
DOCU vs ES
+58.0%
+37.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | -5.5% | +1.9% | -7.4% | -5.7% |
| 30D | +12.6% | +7.1% | +5.6% | +11.8% |
| 3M | +36.4% | -1.9% | +38.3% | +36.6% |
| 6M | +66.8% | +4.4% | +62.4% | +65.8% |
| YTD | +13.5% | +7.3% | +6.1% | +12.1% |
| 1Y | +11.3% | +2.1% | +9.2% | +10.5% |
| 3Y | +92.1% | +41.8% | +50.2% | +79.9% |
| 5Y | -71.0% | +1.4% | -72.4% | -71.5% |
| All | +95.3% | +58.0% | +37.4% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling