+89.6%
EFA vs DOCU
+110.9%
-21.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | +0.5% | +10.8% | -10.3% | -0.6% |
| 3M | -4.1% | +38.0% | -42.1% | -7.5% |
| 6M | +2.4% | +77.4% | -75.0% | -4.1% |
| YTD | +10.0% | +17.2% | -7.2% | +7.2% |
| 1Y | +11.4% | +15.6% | -4.2% | +8.6% |
| 3Y | +65.4% | +95.6% | -30.2% | +48.2% |
| 5Y | +49.6% | -69.7% | +119.3% | +52.6% |
| All | +89.6% | +110.9% | -21.3% | +51.4% |
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 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