+160.5%
ETR vs DOCU
-71.0%
+231.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +0.4% | -5.5% | +5.9% | +0.5% |
| 30D | +7.5% | +12.6% | -5.1% | +7.4% |
| 3M | +4.4% | +36.4% | -32.0% | +4.0% |
| 6M | -1.5% | +66.8% | -68.3% | -2.5% |
| YTD | +21.8% | +13.5% | +8.3% | +21.8% |
| 1Y | +18.4% | +11.3% | +7.1% | +18.5% |
| 3Y | +148.5% | +92.1% | +56.5% | +144.2% |
| All | +160.5% | -71.0% | +231.6% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling