+91.0%
EWY vs DOCU
-71.0%
+162.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.7% | +4.2% |
| 7D | -10.4% | -5.5% | -4.8% | -9.8% |
| 30D | -25.4% | +12.6% | -38.1% | -26.4% |
| 3M | -16.5% | +36.4% | -52.9% | -19.6% |
| 6M | -24.7% | +66.8% | -91.5% | -29.6% |
| YTD | +40.9% | +13.5% | +27.5% | +37.8% |
| 1Y | +49.8% | +11.3% | +38.5% | +46.7% |
| 3Y | +134.8% | +92.1% | +42.8% | +105.3% |
| All | +91.0% | -71.0% | +162.0% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling