-37.0%
DOCS vs EWJ
+15.1%
-52.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.9% |
| 30D | +8.6% | -5.3% | +14.0% | +9.4% |
| 3M | +27.2% | -4.3% | +31.6% | +27.9% |
| 6M | +26.5% | +0.4% | +26.1% | +27.7% |
| YTD | -25.0% | +14.7% | -39.7% | -29.7% |
| 1Y | -37.0% | +14.7% | -51.7% | -41.0% |
| All | -37.0% | +15.1% | -52.1% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling