+44.7%
EWZ vs DOCU
+33.7%
+11.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | +6.5% | +6.9% | -0.4% | +6.1% |
| 30D | +4.8% | +19.0% | -14.1% | +3.6% |
| 3M | +9.9% | +34.3% | -24.4% | +7.6% |
| 6M | +1.9% | +48.0% | -46.1% | -1.2% |
| YTD | +20.3% | 0.0% | +20.3% | +20.8% |
| 1Y | +35.6% | -10.3% | +45.9% | +37.3% |
| All | +44.7% | +33.7% | +11.1% | +23.6% |
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 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