+70.5%
DOCN vs EWJ
+46.5%
+24.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | -5.0% | -14.1% | -12.0% |
| 30D | -43.1% | -10.2% | -32.8% | -31.8% |
| 3M | -40.7% | -7.2% | -33.5% | -32.4% |
| 6M | -55.0% | -3.2% | -51.8% | -51.5% |
| YTD | +50.6% | +9.9% | +40.7% | +31.4% |
| 1Y | +54.0% | +11.0% | +43.0% | +32.3% |
| 3Y | +203.9% | +57.3% | +146.6% | +42.4% |
| 5Y | -29.4% | +41.3% | -70.6% | -60.3% |
| All | +70.5% | +46.5% | +24.0% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling