+264.8%
ETR vs DOCU
+107.7%
+157.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +0.3% | -3.2% | +3.5% | +0.4% |
| 30D | +6.8% | +15.7% | -8.9% | +6.6% |
| 3M | +3.8% | +37.3% | -33.4% | +3.2% |
| 6M | -5.5% | +63.1% | -68.6% | -6.4% |
| YTD | +21.5% | +15.4% | +6.1% | +21.2% |
| 1Y | +17.4% | +11.3% | +6.1% | +17.2% |
| 3Y | +147.7% | +92.1% | +55.6% | +142.8% |
| 5Y | +152.0% | -70.5% | +222.5% | +151.3% |
| All | +264.8% | +107.7% | +157.1% | +234.6% |
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