+67.4%
EFX vs DOCU
+80.0%
-12.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.1% | -7.2% |
| 7D | -8.6% | +6.9% | -15.5% | -10.0% |
| 30D | +0.1% | +19.0% | -18.9% | -3.8% |
| 3M | +3.8% | +34.3% | -30.5% | -2.8% |
| 6M | -13.5% | +48.0% | -61.5% | -20.9% |
| YTD | -17.7% | 0.0% | -17.7% | -18.6% |
| 1Y | -25.6% | -10.3% | -15.3% | -25.2% |
| 3Y | -12.1% | +32.4% | -44.5% | -20.5% |
| 5Y | -33.8% | -77.9% | +44.1% | -27.8% |
| All | +67.4% | +80.0% | -12.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling