+84.2%
DOCN vs EWJ
+51.9%
+32.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +2.5% |
| 7D | -12.8% | -1.5% | -11.3% | -10.0% |
| 30D | -41.9% | -6.5% | -35.4% | -34.6% |
| 3M | -36.9% | -5.6% | -31.3% | -29.9% |
| 6M | -52.2% | -0.3% | -52.0% | -50.9% |
| YTD | +62.7% | +13.9% | +48.8% | +34.7% |
| 1Y | +58.2% | +14.6% | +43.7% | +29.8% |
| 3Y | +219.5% | +66.6% | +152.8% | +36.6% |
| 5Y | -32.9% | +47.7% | -80.5% | -64.5% |
| All | +84.2% | +51.9% | +32.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling