-1.2%
FXI vs DOCU
-71.0%
+69.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +5.7% | -5.5% | +11.2% | +6.5% |
| 30D | +4.6% | +12.6% | -8.1% | +2.8% |
| 3M | -2.8% | +36.4% | -39.2% | -7.3% |
| 6M | -6.1% | +66.8% | -72.9% | -13.4% |
| YTD | -8.0% | +13.5% | -21.5% | -10.8% |
| 1Y | -11.3% | +11.3% | -22.6% | -13.9% |
| 3Y | +42.6% | +92.1% | -49.4% | +20.9% |
| All | -1.2% | -71.0% | +69.9% | -2.9% |
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