+78.0%
EFX vs DOCU
+104.6%
-26.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.2% | -4.8% | +2.6% | -1.1% |
| 30D | +29.2% | +9.4% | +19.8% | +26.8% |
| 3M | +3.5% | +29.0% | -25.6% | -2.4% |
| 6M | +7.8% | +62.3% | -54.5% | -3.3% |
| YTD | -12.4% | +13.7% | -26.1% | -15.9% |
| 1Y | -8.2% | +11.5% | -19.8% | -11.7% |
| 3Y | +4.7% | +94.2% | -89.5% | -12.3% |
| 5Y | -32.0% | -71.7% | +39.7% | -29.0% |
| All | +78.0% | +104.6% | -26.6% | +32.4% |
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