+100.5%
EWY vs DOCU
+107.7%
-7.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.0% | -11.5% | -13.2% |
| 7D | -18.6% | -3.2% | -15.4% | -18.3% |
| 30D | -29.4% | +15.7% | -45.1% | -30.6% |
| 3M | -22.2% | +37.3% | -59.4% | -25.3% |
| 6M | -24.1% | +63.1% | -87.2% | -29.1% |
| YTD | +35.4% | +15.4% | +20.0% | +31.5% |
| 1Y | +39.3% | +11.3% | +28.0% | +35.8% |
| 3Y | +137.0% | +92.1% | +44.9% | +107.7% |
| 5Y | +83.9% | -70.5% | +154.4% | +90.6% |
| All | +100.5% | +107.7% | -7.2% | +53.2% |
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