+103.9%
ELV vs DOCU
+111.8%
-8.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +4.8% | -3.7% | +8.5% | +5.0% |
| 30D | +10.1% | +15.0% | -4.9% | +9.2% |
| 3M | +15.4% | +39.9% | -24.5% | +13.2% |
| 6M | +17.7% | +66.2% | -48.4% | +14.1% |
| YTD | +25.7% | +17.7% | +8.0% | +24.0% |
| 1Y | +39.9% | +13.7% | +26.2% | +38.2% |
| 3Y | +1.5% | +95.9% | -94.4% | -5.4% |
| 5Y | +10.5% | -71.7% | +82.2% | +16.9% |
| All | +103.9% | +111.8% | -8.0% | +58.6% |
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