+65.2%
EFA vs DOCU
+98.0%
-32.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.2% | +4.1% | -1.8% | +2.0% |
| 30D | +1.4% | +7.4% | -6.0% | +0.9% |
| 3M | -4.2% | +26.0% | -30.2% | -5.6% |
| 6M | +1.9% | +79.2% | -77.3% | -2.3% |
| YTD | +10.2% | +18.1% | -7.9% | +9.2% |
| 1Y | +12.8% | +20.5% | -7.7% | +11.5% |
| 3Y | +65.2% | +96.4% | -31.2% | +52.4% |
| All | +65.2% | +98.0% | -32.8% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling