-72.2%
TE vs DOCU
+6.6%
-78.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | +3.8% | -3.7% | +7.5% | +4.6% |
| 30D | -26.2% | +15.0% | -41.2% | -28.9% |
| 3M | -49.7% | +39.9% | -89.6% | -54.2% |
| 6M | -46.5% | +66.2% | -112.6% | -54.2% |
| YTD | -59.1% | +17.7% | -76.8% | -62.2% |
| 1Y | -25.8% | +13.7% | -39.5% | -30.8% |
| 3Y | -23.3% | +95.9% | -119.2% | -40.8% |
| 5Y | -76.9% | -71.7% | -5.2% | -77.8% |
| All | -72.2% | +6.6% | -78.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling