+22.7%
EIX vs DOCU
-78.0%
+100.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -19.1% | +6.9% | -26.0% | -19.3% |
| 30D | -16.9% | +19.0% | -35.9% | -17.5% |
| 3M | -20.0% | +34.3% | -54.3% | -21.0% |
| 6M | -21.3% | +48.0% | -69.3% | -22.7% |
| YTD | -1.7% | 0.0% | -1.7% | -1.7% |
| 1Y | +9.6% | -10.3% | +19.8% | +10.0% |
| 3Y | -3.7% | +32.4% | -36.1% | -6.3% |
| All | +22.7% | -78.0% | +100.6% | +10.6% |
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