+18.2%
EWJ vs DOCU
+11.6%
+6.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.2% | -3.7% | +2.5% | -1.3% |
| 30D | -5.5% | +15.0% | -20.4% | -5.0% |
| 3M | -0.8% | +39.9% | -40.7% | +0.4% |
| 6M | +7.1% | +66.2% | -59.1% | +9.1% |
| YTD | +16.9% | +17.7% | -0.8% | +20.5% |
| 1Y | +18.2% | +13.7% | +4.5% | +22.2% |
| All | +18.2% | +11.6% | +6.6% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling