-43.6%
TE vs DOCU
+17.6%
-61.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -13.6% | +1.6% | -15.2% | -13.3% |
| 30D | -37.7% | +10.8% | -48.5% | -36.4% |
| 3M | -59.8% | +38.0% | -97.7% | -57.6% |
| 6M | -66.3% | +77.4% | -143.7% | -63.6% |
| YTD | -70.5% | +17.2% | -87.7% | -71.3% |
| All | -43.6% | +17.6% | -61.2% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling