-76.8%
TE vs DOCU
+4.5%
-81.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.0% | -14.5% | -16.0% |
| 7D | -20.3% | -3.2% | -17.1% | -19.6% |
| 30D | -40.0% | +15.7% | -55.7% | -42.3% |
| 3M | -58.3% | +37.3% | -95.6% | -61.8% |
| 6M | -57.3% | +63.1% | -120.4% | -63.3% |
| YTD | -65.9% | +15.4% | -81.2% | -68.3% |
| 1Y | -44.3% | +11.3% | -55.6% | -47.7% |
| 3Y | -36.0% | +92.1% | -128.0% | -50.3% |
| 5Y | -80.1% | -70.5% | -9.6% | -80.9% |
| All | -76.8% | +4.5% | -81.2% | -77.9% |
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