+130.6%
EW vs DOCU
+111.8%
+18.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | +8.3% | -3.7% | +12.0% | +8.9% |
| 30D | +13.9% | +15.0% | -1.0% | +11.3% |
| 3M | +10.9% | +39.9% | -29.0% | +4.6% |
| 6M | +19.2% | +66.2% | -46.9% | +8.8% |
| YTD | +16.6% | +17.7% | -1.1% | +11.8% |
| 1Y | +18.1% | +13.7% | +4.4% | +13.7% |
| 3Y | +48.2% | +95.9% | -47.8% | +23.8% |
| 5Y | -15.3% | -71.7% | +56.3% | -11.0% |
| All | +130.6% | +111.8% | +18.7% | +52.7% |
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 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