+187.7%
EWY vs DOCU
+80.0%
+107.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.2% |
| 7D | +4.8% | +6.9% | -2.1% | +4.0% |
| 30D | +11.7% | +19.0% | -7.3% | +9.3% |
| 3M | -7.4% | +34.3% | -41.7% | -11.1% |
| 6M | +40.6% | +48.0% | -7.4% | +32.6% |
| YTD | +94.3% | 0.0% | +94.3% | +92.3% |
| 1Y | +164.3% | -10.3% | +174.6% | +164.5% |
| 3Y | +221.0% | +32.4% | +188.6% | +195.8% |
| 5Y | +139.1% | -77.9% | +217.1% | +157.2% |
| All | +187.7% | +80.0% | +107.7% | +124.0% |
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