-6.8%
FXI vs DOCU
+80.0%
-86.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.0% |
| 7D | +1.0% | +6.9% | -5.8% | +0.1% |
| 30D | -0.6% | +19.0% | -19.5% | -3.2% |
| 3M | +1.9% | +34.3% | -32.4% | -2.8% |
| 6M | -0.2% | +48.0% | -48.2% | -6.6% |
| YTD | -5.6% | 0.0% | -5.6% | -6.8% |
| 1Y | -4.7% | -10.3% | +5.6% | -4.7% |
| 3Y | +38.0% | +32.4% | +5.6% | +25.3% |
| 5Y | -2.7% | -77.9% | +75.3% | +6.2% |
| All | -6.8% | +80.0% | -86.8% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling