+98.6%
DOCU vs ESI
+224.6%
-126.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +6.1% | +0.9% |
| 7D | -3.2% | -13.1% | +9.9% | +1.5% |
| 30D | +15.7% | -18.5% | +34.2% | +23.6% |
| 3M | +37.3% | -19.6% | +56.9% | +46.2% |
| 6M | +63.1% | -29.8% | +92.9% | +78.0% |
| YTD | +15.4% | +23.9% | -8.5% | -4.4% |
| 1Y | +11.3% | +15.0% | -3.7% | -4.9% |
| 3Y | +92.1% | +64.3% | +27.7% | +34.6% |
| 5Y | -70.5% | +26.3% | -96.8% | -77.2% |
| All | +98.6% | +224.6% | -126.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling