+19.6%
EWZ vs DOCU
+107.7%
-88.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.3% |
| 7D | -4.2% | -3.2% | -1.0% | -3.8% |
| 30D | -26.1% | +15.7% | -41.8% | -27.3% |
| 3M | -12.0% | +37.3% | -49.3% | -15.2% |
| 6M | -19.3% | +63.1% | -82.4% | -23.9% |
| YTD | +0.9% | +15.4% | -14.5% | -1.6% |
| 1Y | +3.4% | +11.3% | -7.9% | +1.2% |
| 3Y | +18.6% | +92.1% | -73.5% | +6.1% |
| 5Y | +56.6% | -70.5% | +127.1% | +67.3% |
| All | +19.6% | +107.7% | -88.1% | -9.6% |
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