+98.6%
DOCU vs ES
+62.7%
+36.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.2% |
| 7D | -3.2% | +5.9% | -9.1% | -3.8% |
| 30D | +15.7% | +10.2% | +5.5% | +14.5% |
| 3M | +37.3% | +0.4% | +36.9% | +37.1% |
| 6M | +63.1% | +6.9% | +56.3% | +61.7% |
| YTD | +15.4% | +10.5% | +4.9% | +13.6% |
| 1Y | +11.3% | +3.2% | +8.1% | +10.5% |
| 3Y | +92.1% | +49.0% | +43.0% | +78.8% |
| 5Y | -70.5% | +4.5% | -75.0% | -71.1% |
| All | +98.6% | +62.7% | +36.0% | +136.5% |
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