-9.9%
FXI vs DOCU
+104.6%
-114.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.4% | -4.8% | +9.1% | +5.1% |
| 30D | +1.2% | +9.4% | -8.2% | -0.2% |
| 3M | -4.2% | +29.0% | -33.2% | -7.9% |
| 6M | -6.2% | +62.3% | -68.5% | -13.3% |
| YTD | -8.8% | +13.7% | -22.5% | -11.7% |
| 1Y | -11.6% | +11.5% | -23.2% | -14.4% |
| 3Y | +45.1% | +94.2% | -49.0% | +24.0% |
| 5Y | -1.2% | -71.7% | +70.6% | +4.0% |
| All | -9.9% | +104.6% | -114.5% | -28.9% |
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