-29.1%
EFX vs DOCU
-71.9%
+42.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +8.1% | -3.2% | +11.3% | +9.0% |
| 30D | +36.0% | +15.7% | +20.4% | +31.1% |
| 3M | +9.6% | +37.3% | -27.7% | +0.5% |
| 6M | +14.7% | +63.1% | -48.4% | +0.4% |
| YTD | -9.9% | +15.4% | -25.2% | -14.6% |
| 1Y | -5.4% | +11.3% | -16.7% | -9.9% |
| 3Y | +9.3% | +92.1% | -82.8% | -12.6% |
| 5Y | -29.1% | -70.5% | +41.4% | -31.0% |
| All | -29.1% | -71.9% | +42.7% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling