+79.2%
EFX vs DOCU
+104.2%
-25.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | +2.7% | -5.5% | +8.3% | +4.0% |
| 30D | +33.1% | +12.6% | +20.5% | +29.8% |
| 3M | +8.2% | +36.4% | -28.2% | +0.8% |
| 6M | +10.2% | +66.8% | -56.6% | -1.7% |
| YTD | -11.8% | +13.5% | -25.3% | -15.3% |
| 1Y | -6.1% | +11.3% | -17.4% | -9.6% |
| 3Y | +7.5% | +92.1% | -84.6% | -9.8% |
| 5Y | -30.7% | -71.0% | +40.3% | -27.8% |
| All | +79.2% | +104.2% | -25.0% | +33.4% |
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