-53.2%
TE vs DOCU
-9.5%
-43.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | -4.0% | +6.9% | -10.9% | -5.6% |
| 30D | -15.9% | +19.0% | -34.9% | -19.6% |
| 3M | -60.5% | +34.3% | -94.8% | -63.9% |
| 6M | -35.2% | +48.0% | -83.2% | -42.8% |
| YTD | -31.1% | 0.0% | -31.2% | -33.2% |
| 1Y | +148.6% | -10.3% | +158.9% | +147.6% |
| 3Y | -26.4% | +32.4% | -58.8% | -36.6% |
| 5Y | -48.0% | -77.9% | +29.9% | -47.4% |
| All | -53.2% | -9.5% | -43.7% | -53.6% |
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