+8.9%
DOCS vs EWJ
+72.3%
-63.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -1.4% | +2.5% | -3.9% | -2.6% |
| 30D | +21.8% | +3.3% | +18.5% | +20.1% |
| 3M | +27.3% | +5.0% | +22.3% | +24.0% |
| 6M | -0.3% | +11.5% | -11.9% | -6.1% |
| YTD | -40.5% | +22.4% | -62.9% | -48.1% |
| 1Y | -61.5% | +30.2% | -91.8% | -67.9% |
| All | +8.9% | +72.3% | -63.4% | -31.1% |
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