+72.9%
EWJ vs DOCU
+107.7%
-34.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.8% |
| 7D | -7.0% | -3.2% | -3.8% | -6.8% |
| 30D | -11.1% | +15.7% | -26.8% | -12.4% |
| 3M | -7.3% | +37.3% | -44.5% | -10.1% |
| 6M | -0.6% | +63.1% | -63.7% | -5.6% |
| YTD | +9.9% | +15.4% | -5.5% | +7.5% |
| 1Y | +11.2% | +11.3% | -0.1% | +9.1% |
| 3Y | +55.3% | +92.1% | -36.8% | +41.7% |
| 5Y | +41.3% | -70.5% | +111.8% | +43.1% |
| All | +72.9% | +107.7% | -34.8% | +38.8% |
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