-79.9%
TE vs DOCU
+6.1%
-86.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -13.6% | +1.6% | -15.2% | -13.9% |
| 30D | -37.7% | +10.8% | -48.5% | -39.3% |
| 3M | -59.8% | +38.0% | -97.7% | -63.2% |
| 6M | -66.3% | +77.4% | -143.7% | -71.6% |
| YTD | -70.5% | +17.2% | -87.7% | -72.7% |
| 1Y | -48.8% | +15.6% | -64.4% | -52.5% |
| 3Y | +31.3% | +95.6% | -64.2% | +1.3% |
| 5Y | -82.0% | -69.7% | -12.3% | -82.8% |
| All | -79.9% | +6.1% | -86.0% | -81.0% |
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