-69.7%
DOCU vs ET
+217.1%
-286.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.6% | +3.0% | -1.5% | -0.1% |
| 30D | +10.8% | -3.5% | +14.3% | +12.7% |
| 3M | +38.0% | -5.6% | +43.6% | +41.8% |
| 6M | +77.4% | +0.5% | +76.9% | +75.0% |
| YTD | +17.2% | +26.3% | -9.2% | -0.8% |
| 1Y | +15.6% | +25.7% | -10.1% | -2.0% |
| 3Y | +95.6% | +85.1% | +10.5% | +24.3% |
| 5Y | -69.7% | +216.4% | -286.1% | -85.9% |
| All | -69.7% | +217.1% | -286.8% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling