+101.7%
DOCU vs ET
+160.0%
-58.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | +12.9% | -3.0% | +15.9% | +13.7% |
| 3M | +35.1% | -4.7% | +39.8% | +36.5% |
| 6M | +76.2% | +2.7% | +73.5% | +74.2% |
| YTD | +17.2% | +26.5% | -9.4% | +9.1% |
| 1Y | +16.4% | +25.0% | -8.5% | +8.7% |
| 3Y | +95.6% | +85.4% | +10.2% | +65.4% |
| 5Y | -68.5% | +215.5% | -284.0% | -75.9% |
| All | +101.7% | +160.0% | -58.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling