+95.5%
DOCU vs ET
+159.7%
-64.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | +9.3% | -3.1% | +12.3% | +10.0% |
| 3M | +30.2% | -3.9% | +34.1% | +31.3% |
| 6M | +62.1% | +4.0% | +58.1% | +59.7% |
| YTD | +13.5% | +26.4% | -12.9% | +5.7% |
| 1Y | +11.5% | +24.9% | -13.4% | +4.1% |
| 3Y | +89.5% | +85.2% | +4.3% | +60.3% |
| 5Y | -69.6% | +218.3% | -287.9% | -76.7% |
| All | +95.5% | +159.7% | -64.3% | +92.2% |
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