+89.5%
DOCU vs ESI
+78.7%
+10.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -3.4% | -6.6% | +3.3% | -2.4% |
| 30D | +9.3% | -9.8% | +19.1% | +10.7% |
| 3M | +30.2% | -11.9% | +42.1% | +32.2% |
| 6M | +62.1% | -25.1% | +87.2% | +68.1% |
| YTD | +13.5% | +31.9% | -18.4% | -6.8% |
| 1Y | +11.5% | +19.2% | -7.7% | -4.6% |
| 3Y | +89.5% | +76.2% | +13.3% | +28.0% |
| All | +89.5% | +78.7% | +10.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling