-47.3%
TE vs DOCU
-78.0%
+30.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.2% |
| 7D | -4.0% | +6.9% | -10.9% | -6.0% |
| 30D | -15.9% | +19.0% | -34.9% | -20.6% |
| 3M | -60.5% | +34.3% | -94.8% | -64.8% |
| 6M | -35.2% | +48.0% | -83.2% | -44.8% |
| YTD | -31.1% | 0.0% | -31.2% | -33.8% |
| 1Y | +148.6% | -10.3% | +158.9% | +147.3% |
| 3Y | -26.4% | +32.4% | -58.8% | -40.6% |
| All | -47.3% | -78.0% | +30.7% | -38.4% |
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 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