-13.0%
FXI vs DOCU
+110.9%
-123.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.2% | +1.6% | -5.7% | -4.4% |
| 30D | -2.0% | +10.8% | -12.9% | -3.5% |
| 3M | -5.0% | +38.0% | -42.9% | -9.6% |
| 6M | -9.6% | +77.4% | -87.0% | -17.5% |
| YTD | -11.9% | +17.2% | -29.1% | -15.1% |
| 1Y | -16.7% | +15.6% | -32.2% | -19.7% |
| 3Y | +40.6% | +95.6% | -55.0% | +20.1% |
| 5Y | -9.1% | -69.7% | +60.6% | -5.2% |
| All | -13.0% | +110.9% | -123.9% | -31.6% |
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