+98.6%
DOCU vs ET
+151.9%
-53.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -3.2% | -8.1% | +4.9% | -1.1% |
| 30D | +15.7% | -7.5% | +23.2% | +17.9% |
| 3M | +37.3% | -4.1% | +41.4% | +38.4% |
| 6M | +63.1% | -2.7% | +65.8% | +63.6% |
| YTD | +15.4% | +22.6% | -7.2% | +8.3% |
| 1Y | +11.3% | +22.0% | -10.7% | +4.6% |
| 3Y | +92.1% | +72.8% | +19.3% | +65.3% |
| 5Y | -70.5% | +201.4% | -271.9% | -77.1% |
| All | +98.6% | +151.9% | -53.3% | +96.9% |
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