+99.2%
DOCU vs ES
+47.6%
+51.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -3.7% | +5.3% | -9.0% | -3.6% |
| 30D | +15.0% | +8.9% | +6.0% | +15.1% |
| 3M | +39.9% | -1.9% | +41.8% | +39.9% |
| 6M | +66.2% | +3.9% | +62.3% | +66.5% |
| YTD | +17.7% | +8.3% | +9.4% | +17.7% |
| 1Y | +13.7% | -0.1% | +13.8% | +14.0% |
| All | +99.2% | +47.6% | +51.6% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling