+169.0%
ENB vs DOCU
+112.5%
+56.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +3.1% | +4.1% | -0.9% | +2.8% |
| 30D | +2.1% | +7.4% | -5.2% | +1.6% |
| 3M | -4.4% | +26.0% | -30.4% | -6.1% |
| 6M | -10.1% | +79.2% | -89.2% | -14.1% |
| YTD | +5.2% | +18.1% | -12.9% | +3.3% |
| 1Y | +4.2% | +20.5% | -16.3% | +2.1% |
| 3Y | +70.1% | +96.4% | -26.3% | +55.7% |
| 5Y | +59.4% | -69.5% | +128.9% | +64.9% |
| All | +169.0% | +112.5% | +56.4% | +101.6% |
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 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