+57.3%
EWJ vs DOCU
+87.9%
-30.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -4.6% |
| 30D | -10.2% | +12.6% | -22.9% | -11.0% |
| 3M | -7.2% | +36.4% | -43.6% | -9.4% |
| 6M | -3.2% | +66.8% | -70.0% | -7.3% |
| YTD | +9.9% | +13.5% | -3.6% | +9.2% |
| 1Y | +11.0% | +11.3% | -0.3% | +10.4% |
| 3Y | +57.3% | +92.1% | -34.7% | +45.1% |
| All | +57.3% | +87.9% | -30.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling