+107.8%
ECL vs DOCU
+80.0%
+27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -2.6% | +6.9% | -9.5% | -3.4% |
| 30D | -2.2% | +19.0% | -21.2% | -4.3% |
| 3M | +10.1% | +34.3% | -24.2% | +6.0% |
| 6M | -5.7% | +48.0% | -53.7% | -10.8% |
| YTD | +7.0% | 0.0% | +6.9% | +5.9% |
| 1Y | +2.7% | -10.3% | +12.9% | +2.7% |
| 3Y | +57.7% | +32.4% | +25.3% | +46.1% |
| 5Y | +31.1% | -77.9% | +109.1% | +35.1% |
| All | +107.8% | +80.0% | +27.8% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling