+30.9%
DOCU vs ET
+98.0%
-67.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | +0.9% | +6.0% | +6.5% |
| 30D | +19.0% | +7.5% | +11.5% | +15.2% |
| 3M | +34.3% | +11.4% | +22.9% | +27.7% |
| 6M | +48.0% | +18.5% | +29.5% | +35.9% |
| YTD | 0.0% | +37.4% | -37.4% | -15.3% |
| 1Y | -10.3% | +30.9% | -41.2% | -22.2% |
| All | +30.9% | +98.0% | -67.1% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling