+20.0%
EWZ vs DOCU
+94.9%
-74.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.1% | -3.7% | -0.4% | -3.9% |
| 30D | -25.0% | +15.0% | -39.9% | -25.5% |
| 3M | -10.6% | +39.9% | -50.5% | -12.4% |
| 6M | -16.6% | +66.2% | -82.8% | -19.4% |
| YTD | +2.5% | +17.7% | -15.2% | +2.0% |
| 1Y | +8.1% | +13.7% | -5.6% | +7.9% |
| All | +20.0% | +94.9% | -74.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling