+84.6%
ED vs DOCU
-71.9%
+156.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +5.2% | -3.2% | +8.4% | +5.1% |
| 30D | +15.5% | +15.7% | -0.2% | +15.8% |
| 3M | +13.0% | +37.3% | -24.2% | +13.7% |
| 6M | +13.1% | +63.1% | -50.0% | +14.2% |
| YTD | +25.3% | +15.4% | +9.9% | +26.1% |
| 1Y | +30.5% | +11.3% | +19.2% | +31.4% |
| 3Y | +49.3% | +92.1% | -42.7% | +49.7% |
| 5Y | +84.6% | -70.5% | +155.1% | +75.6% |
| All | +84.6% | -71.9% | +156.4% | +75.6% |
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