+77.8%
EFX vs DOCU
+112.5%
-34.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | +4.1% | -4.8% | -1.6% |
| 30D | +25.1% | +7.4% | +17.8% | +23.3% |
| 3M | +1.7% | +26.0% | -24.3% | -3.5% |
| 6M | +18.4% | +79.2% | -60.8% | +4.0% |
| YTD | -12.5% | +18.1% | -30.6% | -16.7% |
| 1Y | -8.1% | +20.5% | -28.6% | -12.9% |
| 3Y | +4.8% | +96.4% | -91.6% | -12.5% |
| 5Y | -30.1% | -69.5% | +39.4% | -28.0% |
| All | +77.8% | +112.5% | -34.7% | +31.2% |
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