+102.8%
ELV vs DOCU
+107.7%
-4.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | +2.4% | -3.2% | +5.6% | +2.5% |
| 30D | +8.0% | +15.7% | -7.7% | +7.1% |
| 3M | +10.9% | +37.3% | -26.4% | +8.9% |
| 6M | +18.0% | +63.1% | -45.1% | +14.5% |
| YTD | +25.0% | +15.4% | +9.7% | +23.5% |
| 1Y | +38.5% | +11.3% | +27.2% | +37.1% |
| 3Y | +1.0% | +92.1% | -91.1% | -5.7% |
| 5Y | +10.1% | -70.5% | +80.6% | +15.9% |
| All | +102.8% | +107.7% | -4.8% | +58.0% |
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