-76.0%
TE vs DOCU
+2.7%
-78.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | -12.6% | -5.5% | -7.0% | -11.4% |
| 30D | -36.7% | +12.6% | -49.4% | -38.7% |
| 3M | -57.5% | +36.4% | -93.9% | -61.0% |
| 6M | -55.2% | +66.8% | -122.0% | -61.7% |
| YTD | -64.7% | +13.5% | -78.1% | -67.0% |
| 1Y | -35.9% | +11.3% | -47.2% | -39.9% |
| 3Y | -31.8% | +92.1% | -123.8% | -47.1% |
| 5Y | -79.4% | -71.0% | -8.5% | -80.1% |
| All | -76.0% | +2.7% | -78.7% | -77.1% |
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 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