-68.1%
SE vs DOCU
-78.0%
+9.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.6% |
| 7D | -6.1% | +6.9% | -13.0% | -9.1% |
| 30D | -2.5% | +19.0% | -21.4% | -11.1% |
| 3M | +21.7% | +34.3% | -12.6% | +3.9% |
| 6M | +27.0% | +48.0% | -21.0% | +1.9% |
| YTD | -12.1% | 0.0% | -12.1% | -15.8% |
| 1Y | -40.9% | -10.3% | -30.6% | -41.1% |
| 3Y | +191.0% | +32.4% | +158.6% | +102.4% |
| All | -68.1% | -78.0% | +9.9% | -61.5% |
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