+4.3%
EFX vs DOCU
+94.3%
-90.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +0.3% | -3.4% | +3.6% | +1.3% |
| 30D | +29.1% | +9.3% | +19.9% | +26.0% |
| 3M | +4.3% | +30.2% | -25.9% | -3.7% |
| 6M | +7.7% | +62.1% | -54.4% | -6.7% |
| YTD | -12.5% | +13.5% | -26.0% | -18.4% |
| 1Y | -8.8% | +11.5% | -20.3% | -14.8% |
| 3Y | +4.3% | +89.5% | -85.2% | -14.8% |
| All | +4.3% | +94.3% | -90.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling