-26.3%
EW vs DOCU
-78.0%
+51.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -0.3% | +6.9% | -7.2% | -1.4% |
| 30D | +1.0% | +19.0% | -17.9% | -2.0% |
| 3M | +2.8% | +34.3% | -31.5% | -2.7% |
| 6M | +5.5% | +48.0% | -42.5% | -2.2% |
| YTD | +5.5% | 0.0% | +5.4% | +4.1% |
| 1Y | +11.0% | -10.3% | +21.3% | +11.0% |
| 3Y | +17.7% | +32.4% | -14.7% | +4.1% |
| All | -26.3% | -78.0% | +51.7% | -20.3% |
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