-10.3%
DOCU vs ESI
+44.5%
-54.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.7% |
| 7D | +6.9% | +3.3% | +3.6% | +6.9% |
| 30D | +19.0% | -5.9% | +24.9% | +18.8% |
| 3M | +34.3% | -14.1% | +48.4% | +33.5% |
| 6M | +48.0% | +6.6% | +41.4% | +40.3% |
| YTD | 0.0% | +45.0% | -45.0% | -14.7% |
| 1Y | -10.3% | +41.5% | -51.7% | -22.7% |
| All | -10.3% | +44.5% | -54.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling