+519.6%
ELF vs DOCU
+80.0%
+439.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.4% |
| 7D | +5.4% | +6.9% | -1.5% | +4.0% |
| 30D | +27.0% | +19.0% | +8.0% | +22.4% |
| 3M | +113.2% | +34.3% | +78.9% | +100.0% |
| 6M | +36.6% | +48.0% | -11.4% | +24.8% |
| YTD | +44.2% | 0.0% | +44.2% | +42.0% |
| 1Y | -18.0% | -10.3% | -7.7% | -17.7% |
| 3Y | -19.9% | +32.4% | -52.3% | -26.3% |
| 5Y | +257.7% | -77.9% | +335.6% | +302.5% |
| All | +519.6% | +80.0% | +439.6% | +388.5% |
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