+80.4%
EWJ vs DOCU
+110.9%
-30.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.6% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -5.3% | +12.9% | -18.3% | -6.4% |
| 3M | -4.3% | +35.1% | -39.4% | -7.1% |
| 6M | +0.4% | +76.2% | -75.8% | -5.3% |
| YTD | +14.7% | +17.2% | -2.5% | +12.1% |
| 1Y | +14.7% | +16.4% | -1.7% | +12.1% |
| 3Y | +66.2% | +95.6% | -29.4% | +51.4% |
| 5Y | +50.2% | -68.5% | +118.7% | +51.4% |
| All | +80.4% | +110.9% | -30.5% | +44.7% |
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