+72.2%
DOCU vs ET
+182.3%
-110.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | +0.9% | +6.0% | +6.7% |
| 30D | +19.0% | +7.5% | +11.5% | +16.6% |
| 3M | +34.3% | +11.4% | +22.9% | +30.2% |
| 6M | +48.0% | +18.5% | +29.5% | +40.8% |
| YTD | 0.0% | +37.4% | -37.4% | -8.7% |
| 1Y | -10.3% | +30.9% | -41.2% | -17.1% |
| 3Y | +32.4% | +98.7% | -66.3% | +10.0% |
| 5Y | -77.9% | +230.7% | -308.6% | -83.4% |
| All | +72.2% | +182.3% | -110.1% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling