+178.6%
ENB vs DOCU
+80.0%
+98.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.5% | -1.1% |
| 7D | -0.2% | +6.9% | -7.1% | -0.7% |
| 30D | -2.2% | +19.0% | -21.2% | -3.5% |
| 3M | -10.5% | +34.3% | -44.8% | -12.6% |
| 6M | -5.1% | +48.0% | -53.1% | -8.2% |
| YTD | +9.0% | 0.0% | +8.9% | +8.4% |
| 1Y | +8.2% | -10.3% | +18.5% | +8.3% |
| 3Y | +67.8% | +32.4% | +35.4% | +58.7% |
| 5Y | +69.4% | -77.9% | +147.3% | +80.4% |
| All | +178.6% | +80.0% | +98.6% | +111.4% |
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