+133.9%
EW vs DOCU
+107.7%
+26.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.8% |
| 7D | +6.8% | -3.2% | +10.0% | +7.3% |
| 30D | +16.6% | +15.7% | +0.9% | +13.8% |
| 3M | +13.3% | +37.3% | -24.0% | +7.2% |
| 6M | +21.6% | +63.1% | -41.5% | +11.3% |
| YTD | +18.3% | +15.4% | +2.9% | +13.7% |
| 1Y | +21.7% | +11.3% | +10.4% | +17.5% |
| 3Y | +50.3% | +92.1% | -41.7% | +26.0% |
| 5Y | -15.0% | -70.5% | +55.5% | -11.2% |
| All | +133.9% | +107.7% | +26.3% | +55.4% |
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 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