+96.6%
IEFA vs DOCU
+80.0%
+16.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | +0.6% | +6.9% | -6.3% | -0.1% |
| 30D | +1.0% | +19.0% | -18.0% | -0.9% |
| 3M | +4.7% | +34.3% | -29.6% | +1.1% |
| 6M | +8.6% | +48.0% | -39.4% | +3.4% |
| YTD | +14.8% | 0.0% | +14.8% | +13.8% |
| 1Y | +22.6% | -10.3% | +32.9% | +22.7% |
| 3Y | +67.0% | +32.4% | +34.6% | +56.3% |
| 5Y | +52.3% | -77.9% | +130.2% | +60.5% |
| All | +96.6% | +80.0% | +16.6% | +59.6% |
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