-5.4%
EFX vs DOCU
+11.4%
-16.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | +8.1% | -3.2% | +11.3% | +9.6% |
| 30D | +36.0% | +15.7% | +20.4% | +28.2% |
| 3M | +9.6% | +37.3% | -27.7% | -5.0% |
| 6M | +14.7% | +63.1% | -48.4% | -8.6% |
| YTD | -9.9% | +15.4% | -25.2% | -23.8% |
| 1Y | -5.4% | +11.3% | -16.7% | -19.5% |
| All | -5.4% | +11.4% | -16.8% | -19.5% |
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