+140.6%
EXE vs DOCU
-69.9%
+210.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -6.6% | -5.5% | -1.0% | -6.1% |
| 30D | -4.0% | +12.6% | -16.6% | -5.0% |
| 3M | -7.5% | +36.4% | -43.8% | -10.0% |
| 6M | -11.7% | +66.8% | -78.5% | -15.8% |
| YTD | -22.0% | +13.5% | -35.5% | -23.3% |
| 1Y | -21.8% | +11.3% | -33.1% | -23.1% |
| 3Y | +8.0% | +92.1% | -84.0% | -0.8% |
| 5Y | +62.3% | -71.0% | +133.3% | +57.3% |
| All | +140.6% | -69.9% | +210.5% | +129.6% |
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 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