+56.6%
EWZ vs DOCU
-71.9%
+128.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.4% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | -26.1% | +15.7% | -41.8% | -26.9% |
| 3M | -12.0% | +37.3% | -49.3% | -14.2% |
| 6M | -19.3% | +63.1% | -82.4% | -22.6% |
| YTD | +0.9% | +15.4% | -14.5% | -0.7% |
| 1Y | +3.4% | +11.3% | -7.9% | +2.1% |
| 3Y | +18.6% | +92.1% | -73.5% | +9.9% |
| 5Y | +56.6% | -70.5% | +127.1% | +54.0% |
| All | +56.6% | -71.9% | +128.5% | +54.0% |
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