+90.5%
ELV vs DOCU
+80.0%
+10.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.0% |
| 7D | +3.3% | +6.9% | -3.6% | +2.9% |
| 30D | +4.2% | +19.0% | -14.8% | +3.1% |
| 3M | -0.1% | +34.3% | -34.4% | -1.9% |
| 6M | +41.3% | +48.0% | -6.8% | +37.7% |
| YTD | +17.4% | 0.0% | +17.4% | +17.0% |
| 1Y | +35.1% | -10.3% | +45.3% | +35.2% |
| 3Y | -3.2% | +32.4% | -35.6% | -7.4% |
| 5Y | +15.6% | -77.9% | +93.5% | +24.4% |
| All | +90.5% | +80.0% | +10.5% | +49.6% |
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