+250.6%
ELF vs DOCU
-71.9%
+322.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.9% |
| 7D | -2.7% | -3.2% | +0.5% | -2.0% |
| 30D | +6.9% | +15.7% | -8.8% | +3.3% |
| 3M | +27.2% | +37.3% | -10.1% | +17.7% |
| 6M | +84.9% | +63.1% | +21.7% | +63.2% |
| YTD | +44.5% | +15.4% | +29.1% | +37.0% |
| 1Y | -6.8% | +11.3% | -18.1% | -10.8% |
| 3Y | +14.2% | +92.1% | -77.8% | -4.0% |
| 5Y | +250.6% | -70.5% | +321.1% | +255.2% |
| All | +250.6% | -71.9% | +322.5% | +255.2% |
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 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