+66.2%
DOCU vs ES
+2.2%
+64.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.6% |
| 7D | -3.7% | +5.3% | -9.0% | -2.6% |
| 30D | +15.0% | +8.9% | +6.0% | +16.9% |
| 3M | +39.9% | -1.9% | +41.8% | +39.0% |
| 6M | +66.2% | +3.9% | +62.3% | +75.7% |
| All | +66.2% | +2.2% | +64.0% | +75.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling