+95.3%
DOCU vs ET
+152.9%
-57.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | -5.5% | -7.9% | +2.3% | -3.5% |
| 30D | +12.6% | -5.9% | +18.6% | +14.3% |
| 3M | +36.4% | -5.2% | +41.6% | +38.0% |
| 6M | +66.8% | +0.3% | +66.5% | +65.9% |
| YTD | +13.5% | +23.1% | -9.6% | +6.4% |
| 1Y | +11.3% | +22.7% | -11.4% | +4.4% |
| 3Y | +92.1% | +75.4% | +16.7% | +64.7% |
| 5Y | -71.0% | +202.6% | -273.6% | -77.6% |
| All | +95.3% | +152.9% | -57.6% | +93.4% |
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