+40.2%
ECL vs DOCU
-71.9%
+112.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.6% |
| 7D | +1.7% | -3.2% | +4.9% | +2.1% |
| 30D | +8.9% | +15.7% | -6.8% | +6.7% |
| 3M | +7.4% | +37.3% | -29.9% | +2.4% |
| 6M | +19.3% | +63.1% | -43.8% | +10.5% |
| YTD | +17.4% | +15.4% | +2.1% | +13.8% |
| 1Y | +19.4% | +11.3% | +8.1% | +16.2% |
| 3Y | +80.5% | +92.1% | -11.6% | +53.0% |
| 5Y | +40.2% | -70.5% | +110.7% | +35.8% |
| All | +40.2% | -71.9% | +112.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling