-0.1%
FXI vs DOCU
-71.9%
+71.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +6.9% | -3.2% | +10.1% | +7.4% |
| 30D | +3.5% | +15.7% | -12.2% | +1.3% |
| 3M | -3.2% | +37.3% | -40.4% | -7.7% |
| 6M | -3.5% | +63.1% | -66.7% | -10.8% |
| YTD | -8.1% | +15.4% | -23.4% | -11.0% |
| 1Y | -10.5% | +11.3% | -21.8% | -13.1% |
| 3Y | +43.0% | +92.1% | -49.0% | +21.3% |
| 5Y | -0.1% | -70.5% | +70.4% | -1.9% |
| All | -0.1% | -71.9% | +71.8% | -1.9% |
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 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