+85.8%
IEFA vs DOCU
+107.7%
-21.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -1.8% | +15.7% | -17.4% | -3.3% |
| 3M | -4.5% | +37.3% | -41.8% | -7.8% |
| 6M | +1.8% | +63.1% | -61.4% | -4.0% |
| YTD | +8.5% | +15.4% | -6.8% | +5.9% |
| 1Y | +12.8% | +11.3% | +1.5% | +10.3% |
| 3Y | +62.5% | +92.1% | -29.6% | +45.8% |
| 5Y | +44.8% | -70.5% | +115.3% | +48.1% |
| All | +85.8% | +107.7% | -21.8% | +48.5% |
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