-79.0%
TE vs DOCU
-71.6%
-7.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -10.5% | -4.8% | -5.8% | -9.2% |
| 30D | -32.4% | +9.4% | -41.8% | -34.5% |
| 3M | -60.9% | +29.0% | -89.9% | -64.3% |
| 6M | -62.8% | +62.3% | -125.1% | -69.3% |
| YTD | -65.7% | +13.7% | -79.4% | -68.6% |
| 1Y | -39.9% | +11.5% | -51.4% | -44.7% |
| 3Y | +10.6% | +94.2% | -83.6% | -23.7% |
| All | -79.0% | -71.6% | -7.4% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling