+37.5%
EIX vs DOCU
+111.8%
-74.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +4.5% | -3.7% | +8.2% | +4.6% |
| 30D | +15.2% | +15.0% | +0.3% | +14.7% |
| 3M | -11.6% | +39.9% | -51.5% | -12.8% |
| 6M | -8.4% | +66.2% | -74.5% | -10.4% |
| YTD | +8.2% | +17.7% | -9.5% | +7.3% |
| 1Y | +16.6% | +13.7% | +2.9% | +15.8% |
| 3Y | +12.0% | +95.9% | -83.9% | +7.3% |
| 5Y | +24.1% | -71.7% | +95.8% | +23.8% |
| All | +37.5% | +111.8% | -74.3% | +21.2% |
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