+45.8%
EFA vs DOCU
-71.0%
+116.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.4% | -5.5% | +4.1% | -0.9% |
| 30D | -1.2% | +12.6% | -13.8% | -2.4% |
| 3M | -5.1% | +36.4% | -41.5% | -8.4% |
| 6M | -1.2% | +66.8% | -68.0% | -7.1% |
| YTD | +7.8% | +13.5% | -5.7% | +5.5% |
| 1Y | +12.2% | +11.3% | +0.9% | +9.9% |
| 3Y | +61.5% | +92.1% | -30.5% | +43.8% |
| All | +45.8% | -71.0% | +116.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling