-71.7%
DOCU vs ESI
+28.5%
-100.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -5.5% | -8.5% | +3.0% | -2.0% |
| 30D | +12.6% | -15.7% | +28.3% | +20.4% |
| 3M | +36.4% | -18.2% | +54.6% | +46.5% |
| 6M | +66.8% | -28.8% | +95.6% | +84.9% |
| YTD | +13.5% | +26.3% | -12.8% | -17.5% |
| 1Y | +11.3% | +18.2% | -6.9% | -15.8% |
| 3Y | +92.1% | +68.1% | +23.9% | -3.8% |
| All | -71.7% | +28.5% | -100.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling