+103.1%
DOCN vs EWJ
+52.4%
+50.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.6% |
| 7D | +19.1% | +4.0% | +15.1% | +12.5% |
| 30D | -21.0% | -4.3% | -16.8% | -14.4% |
| 3M | -34.7% | -6.8% | -27.9% | -26.1% |
| 6M | -45.8% | -0.9% | -44.9% | -43.7% |
| YTD | +79.4% | +14.3% | +65.1% | +47.9% |
| 1Y | +91.0% | +15.3% | +75.7% | +55.0% |
| 3Y | +237.5% | +65.6% | +171.8% | +46.1% |
| 5Y | -30.4% | +47.5% | -77.9% | -63.2% |
| All | +103.1% | +52.4% | +50.8% | +5.1% |
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