+98.6%
DOCU vs EXR
+150.4%
-51.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.2% | +6.8% | -10.0% | -5.6% |
| 30D | +15.7% | +19.6% | -3.9% | +7.9% |
| 3M | +37.3% | +8.0% | +29.3% | +33.2% |
| 6M | +63.1% | +17.2% | +46.0% | +53.1% |
| YTD | +15.4% | +27.2% | -11.8% | +3.9% |
| 1Y | +11.3% | +26.1% | -14.8% | +0.6% |
| 3Y | +92.1% | +70.7% | +21.4% | +48.0% |
| 5Y | -70.5% | +1.0% | -71.5% | -71.7% |
| All | +98.6% | +150.4% | -51.8% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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