+111.9%
DOCN vs EWJ
+51.9%
+60.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.4% |
| 7D | +27.4% | +3.6% | +23.8% | +21.0% |
| 30D | -29.7% | -6.0% | -23.7% | -21.4% |
| 3M | -32.5% | -6.5% | -26.0% | -23.9% |
| 6M | -42.2% | -0.1% | -42.1% | -40.6% |
| YTD | +87.2% | +13.9% | +73.3% | +55.1% |
| 1Y | +86.2% | +13.1% | +73.1% | +55.9% |
| 3Y | +257.4% | +65.0% | +192.4% | +55.7% |
| 5Y | -27.4% | +47.0% | -74.4% | -61.4% |
| All | +111.9% | +51.9% | +60.1% | +10.2% |
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