+80.9%
ED vs DOCU
+80.0%
+0.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.3% |
| 7D | -0.2% | +6.9% | -7.1% | -0.1% |
| 30D | -0.1% | +19.0% | -19.1% | +0.2% |
| 3M | +3.9% | +34.3% | -30.4% | +4.6% |
| 6M | -3.0% | +48.0% | -51.0% | -2.2% |
| YTD | +10.7% | 0.0% | +10.7% | +11.0% |
| 1Y | +13.3% | -10.3% | +23.6% | +13.6% |
| 3Y | +34.5% | +32.4% | +2.1% | +35.4% |
| 5Y | +67.1% | -77.9% | +145.1% | +62.9% |
| All | +80.9% | +80.0% | +0.9% | +76.4% |
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