+125.1%
EWY vs DOCU
+110.9%
+14.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +5.8% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -13.1% | +12.9% | -26.0% | -14.4% |
| 3M | -11.6% | +35.1% | -46.7% | -15.0% |
| 6M | -23.4% | +76.2% | -99.5% | -29.0% |
| YTD | +52.0% | +17.2% | +34.9% | +47.4% |
| 1Y | +58.6% | +16.4% | +42.2% | +53.7% |
| 3Y | +163.3% | +95.6% | +67.7% | +130.3% |
| 5Y | +108.7% | -68.5% | +177.2% | +114.5% |
| All | +125.1% | +110.9% | +14.2% | +71.8% |
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 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