+90.8%
EFA vs DOCU
+110.9%
-20.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | 0.0% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +1.6% | +12.9% | -11.4% | +0.3% |
| 3M | -3.2% | +35.1% | -38.2% | -6.4% |
| 6M | +2.5% | +76.2% | -73.7% | -4.0% |
| YTD | +10.7% | +17.2% | -6.5% | +7.8% |
| 1Y | +12.8% | +16.4% | -3.6% | +9.8% |
| 3Y | +66.4% | +95.6% | -29.2% | +49.2% |
| 5Y | +51.4% | -68.5% | +119.9% | +53.8% |
| All | +90.8% | +110.9% | -20.1% | +52.3% |
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