+160.8%
ENB vs DOCU
+104.2%
+56.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | -5.2% | -5.5% | +0.4% | -4.8% |
| 30D | +2.2% | +12.6% | -10.5% | +1.3% |
| 3M | -8.1% | +36.4% | -44.5% | -10.2% |
| 6M | -11.2% | +66.8% | -78.0% | -14.8% |
| YTD | +2.0% | +13.5% | -11.5% | +0.5% |
| 1Y | +4.1% | +11.3% | -7.2% | +2.6% |
| 3Y | +64.7% | +92.1% | -27.3% | +51.0% |
| 5Y | +46.6% | -71.0% | +117.6% | +52.2% |
| All | +160.8% | +104.2% | +56.6% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling