-77.5%
SE vs DOCU
-71.6%
-6.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +6.7% | -3.7% | +10.4% | +8.4% |
| 30D | -17.2% | +15.0% | -32.2% | -22.9% |
| 3M | -28.0% | +39.9% | -67.9% | -39.9% |
| 6M | -6.1% | +66.2% | -72.3% | -28.9% |
| YTD | -37.1% | +17.7% | -54.8% | -44.8% |
| 1Y | -48.8% | +13.7% | -62.4% | -54.4% |
| 3Y | +79.0% | +95.9% | -16.9% | -1.1% |
| 5Y | -77.5% | -71.7% | -5.9% | -77.4% |
| All | -77.5% | -71.6% | -6.0% | -77.4% |
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 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