+72.2%
DOCU vs EXR
+115.2%
-43.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +6.9% | -2.6% | +9.5% | +7.9% |
| 30D | +19.0% | -7.2% | +26.2% | +22.4% |
| 3M | +34.3% | -3.5% | +37.8% | +36.4% |
| 6M | +48.0% | -5.3% | +53.3% | +50.4% |
| YTD | 0.0% | +9.4% | -9.3% | -4.5% |
| 1Y | -10.3% | +1.3% | -11.6% | -11.9% |
| 3Y | +32.4% | +22.4% | +10.0% | +16.9% |
| 5Y | -77.9% | -12.2% | -65.7% | -77.6% |
| All | +72.2% | +115.2% | -43.1% | +50.2% |
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