+62.7%
EWZ vs DOCU
-71.6%
+134.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.1% | -3.7% | -0.4% | -3.8% |
| 30D | -25.0% | +15.0% | -39.9% | -25.7% |
| 3M | -10.6% | +39.9% | -50.5% | -13.0% |
| 6M | -16.6% | +66.2% | -82.8% | -20.1% |
| YTD | +2.5% | +17.7% | -15.2% | +0.8% |
| 1Y | +8.1% | +13.7% | -5.6% | +6.6% |
| 3Y | +20.4% | +95.9% | -75.5% | +11.6% |
| 5Y | +62.7% | -71.7% | +134.4% | +58.6% |
| All | +62.7% | -71.6% | +134.3% | +58.6% |
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 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