-80.5%
TE vs DOCU
+6.9%
-87.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -19.1% | +4.1% | -23.1% | -19.8% |
| 30D | -34.1% | +7.4% | -41.5% | -35.4% |
| 3M | -60.1% | +26.0% | -86.1% | -62.7% |
| 6M | -66.0% | +79.2% | -145.1% | -71.4% |
| YTD | -71.4% | +18.1% | -89.5% | -73.6% |
| 1Y | -45.3% | +20.5% | -65.8% | -49.8% |
| 3Y | +9.1% | +96.4% | -87.3% | -15.9% |
| 5Y | -82.6% | -69.5% | -13.1% | -83.3% |
| All | -80.5% | +6.9% | -87.4% | -81.6% |
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