+620.7%
GEV vs DOCU
+16.9%
+603.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | +3.3% | +6.9% | -3.6% | +2.6% |
| 30D | -7.5% | +19.0% | -26.5% | -9.2% |
| 3M | -2.2% | +34.3% | -36.5% | -5.6% |
| 6M | +12.1% | +48.0% | -35.9% | +5.4% |
| YTD | +44.4% | 0.0% | +44.4% | +47.6% |
| 1Y | +57.7% | -10.3% | +67.9% | +64.5% |
| All | +620.7% | +16.9% | +603.8% | +572.4% |
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