+492.6%
GEV vs DOCU
+32.6%
+460.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.6% |
| 7D | -9.8% | -5.5% | -4.2% | -9.5% |
| 30D | -22.3% | +12.6% | -35.0% | -23.1% |
| 3M | -22.6% | +36.4% | -59.0% | -25.0% |
| 6M | -30.7% | +66.8% | -97.5% | -35.2% |
| YTD | +18.7% | +13.5% | +5.3% | +19.9% |
| 1Y | +41.0% | +11.3% | +29.7% | +42.8% |
| All | +492.6% | +32.6% | +460.0% | +446.1% |
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