+66.4%
DOCN vs EWJ
+46.5%
+19.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.0% | -9.9% | -6.8% |
| 7D | -29.3% | -7.0% | -22.2% | -20.2% |
| 30D | -46.0% | -11.1% | -34.9% | -34.4% |
| 3M | -43.2% | -7.3% | -35.9% | -35.2% |
| 6M | -53.7% | -0.6% | -53.1% | -52.0% |
| YTD | +46.9% | +9.9% | +37.0% | +28.2% |
| 1Y | +54.3% | +11.2% | +43.1% | +32.2% |
| 3Y | +185.5% | +55.3% | +130.2% | +37.1% |
| 5Y | -31.1% | +41.3% | -72.4% | -61.3% |
| All | +66.4% | +46.5% | +19.8% | -8.9% |
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