+95.3%
DOCU vs ES
+50.7%
+44.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -1.9% |
| 7D | -3.2% | +5.9% | -9.1% | -3.1% |
| 30D | +15.7% | +10.2% | +5.5% | +15.9% |
| 3M | +37.3% | +0.4% | +36.9% | +37.3% |
| 6M | +63.1% | +6.9% | +56.3% | +63.6% |
| YTD | +15.4% | +10.5% | +4.9% | +15.5% |
| 1Y | +11.3% | +3.2% | +8.1% | +11.6% |
| All | +95.3% | +50.7% | +44.6% | +80.5% |
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 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