+91.4%
EFA vs DOCU
+104.6%
-13.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +1.2% | -4.8% | +6.0% | +1.7% |
| 30D | +1.5% | +9.4% | -7.9% | +0.5% |
| 3M | -3.3% | +29.0% | -32.3% | -6.1% |
| 6M | +2.6% | +62.3% | -59.8% | -3.1% |
| YTD | +11.0% | +13.7% | -2.6% | +8.5% |
| 1Y | +15.1% | +11.5% | +3.6% | +12.6% |
| 3Y | +67.6% | +94.2% | -26.5% | +50.3% |
| 5Y | +50.5% | -71.7% | +122.2% | +54.5% |
| All | +91.4% | +104.6% | -13.2% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling