+97.6%
EFA vs DOCU
+80.0%
+17.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.2% |
| 7D | +0.6% | +6.9% | -6.3% | -0.1% |
| 30D | +0.9% | +19.0% | -18.1% | -1.1% |
| 3M | +4.9% | +34.3% | -29.4% | +1.3% |
| 6M | +8.6% | +48.0% | -39.4% | +3.4% |
| YTD | +14.6% | 0.0% | +14.6% | +13.6% |
| 1Y | +22.6% | -10.3% | +32.9% | +22.7% |
| 3Y | +66.5% | +32.4% | +34.1% | +55.9% |
| 5Y | +54.5% | -77.9% | +132.5% | +62.8% |
| All | +97.6% | +80.0% | +17.5% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling