+72.2%
DOCU vs ES
+58.8%
+13.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +19.0% | -2.0% | +21.0% | +19.2% |
| 3M | +34.3% | +1.7% | +32.6% | +34.0% |
| 6M | +48.0% | -3.5% | +51.5% | +48.5% |
| YTD | 0.0% | +7.9% | -7.9% | -1.2% |
| 1Y | -10.3% | +17.2% | -27.4% | -12.5% |
| 3Y | +32.4% | +29.3% | +3.1% | +25.8% |
| 5Y | -77.9% | -5.7% | -72.2% | -78.1% |
| All | +72.2% | +58.8% | +13.3% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling