-6.7%
EFX vs DOCU
+11.6%
-18.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.2% | -3.7% | +12.9% | +11.0% |
| 30D | +34.8% | +15.0% | +19.8% | +27.2% |
| 3M | +8.8% | +39.9% | -31.1% | -6.4% |
| 6M | +12.3% | +66.2% | -53.8% | -11.2% |
| YTD | -10.6% | +17.7% | -28.3% | -25.1% |
| 1Y | -6.7% | +13.7% | -20.4% | -21.4% |
| All | -6.7% | +11.6% | -18.3% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling