-37.4%
DOCS vs EWJ
+51.6%
-89.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.6% |
| 7D | +0.1% | +3.6% | -3.6% | -3.1% |
| 30D | +8.7% | -6.0% | +14.7% | +14.7% |
| 3M | +32.9% | -6.5% | +39.3% | +40.5% |
| 6M | +25.5% | -0.1% | +25.6% | +24.3% |
| YTD | -25.0% | +13.9% | -38.9% | -37.0% |
| 1Y | -34.9% | +13.1% | -48.0% | -44.8% |
| 3Y | +39.3% | +65.0% | -25.7% | -29.5% |
| 5Y | -54.8% | +47.0% | -101.8% | -73.4% |
| All | -37.4% | +51.6% | -89.0% | -64.6% |
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 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