-19.8%
ELAN vs DOCU
-69.1%
+49.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +11.9% | +1.6% | +10.4% | +11.5% |
| 30D | +18.3% | +10.8% | +7.4% | +15.7% |
| 3M | +19.7% | +38.0% | -18.2% | +11.5% |
| 6M | +23.7% | +77.4% | -53.7% | +8.2% |
| YTD | +17.1% | +17.2% | -0.1% | +11.0% |
| 1Y | +20.2% | +15.6% | +4.6% | +13.9% |
| 3Y | +148.1% | +95.6% | +52.5% | +93.5% |
| 5Y | -19.8% | -69.7% | +49.9% | -23.4% |
| All | -19.8% | -69.1% | +49.3% | -23.4% |
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