+128.3%
ECL vs DOCU
+104.4%
+23.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -3.4% | +3.8% | +0.8% |
| 30D | +8.6% | +9.3% | -0.7% | +7.4% |
| 3M | +7.9% | +30.2% | -22.3% | +4.3% |
| 6M | +21.0% | +62.1% | -41.1% | +13.6% |
| YTD | +17.5% | +13.5% | +4.0% | +14.5% |
| 1Y | +19.7% | +11.5% | +8.2% | +16.7% |
| 3Y | +77.4% | +89.5% | -12.1% | +57.0% |
| 5Y | +38.7% | -69.6% | +108.3% | +38.7% |
| All | +128.3% | +104.4% | +23.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling