-34.1%
TE vs DOCU
+91.1%
-125.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.0% | -14.5% | -16.2% |
| 7D | -20.3% | -3.2% | -17.1% | -19.9% |
| 30D | -40.0% | +15.7% | -55.7% | -41.5% |
| 3M | -58.3% | +37.3% | -95.6% | -60.8% |
| 6M | -57.3% | +63.1% | -120.4% | -61.8% |
| YTD | -65.9% | +15.4% | -81.2% | -67.1% |
| 1Y | -44.3% | +11.3% | -55.6% | -45.8% |
| All | -34.1% | +91.1% | -125.2% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling