+72.9%
EWJ vs DOCU
+104.2%
-31.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -4.5% |
| 30D | -10.2% | +12.6% | -22.9% | -11.2% |
| 3M | -7.2% | +36.4% | -43.6% | -10.1% |
| 6M | -3.2% | +66.8% | -70.0% | -8.3% |
| YTD | +9.9% | +13.5% | -3.6% | +7.7% |
| 1Y | +11.0% | +11.3% | -0.3% | +8.8% |
| 3Y | +57.3% | +92.1% | -34.7% | +43.6% |
| 5Y | +41.3% | -71.0% | +112.3% | +43.4% |
| All | +72.9% | +104.2% | -31.4% | +39.0% |
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