+52.6%
DOCS vs EWJ
+56.7%
-4.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -5.0% | +4.2% | +1.9% |
| 30D | +17.4% | -10.2% | +27.6% | +23.9% |
| 3M | +57.4% | -7.2% | +64.6% | +63.6% |
| 6M | +26.5% | -3.2% | +29.8% | +28.5% |
| YTD | -26.6% | +9.9% | -36.5% | -32.3% |
| 1Y | -48.1% | +11.0% | -59.0% | -52.5% |
| 3Y | +52.6% | +57.3% | -4.7% | -0.2% |
| All | +52.6% | +56.7% | -4.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling