+137.0%
EW vs DOCU
+104.2%
+32.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +11.0% | -5.5% | +16.6% | +12.0% |
| 30D | +19.1% | +12.6% | +6.4% | +16.7% |
| 3M | +14.4% | +36.4% | -22.0% | +8.3% |
| 6M | +22.8% | +66.8% | -44.0% | +12.0% |
| YTD | +19.8% | +13.5% | +6.3% | +15.5% |
| 1Y | +23.9% | +11.3% | +12.6% | +19.6% |
| 3Y | +52.2% | +92.1% | -39.8% | +27.5% |
| 5Y | -13.9% | -71.0% | +57.1% | -9.8% |
| All | +137.0% | +104.2% | +32.8% | +57.9% |
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