-51.1%
DOCS vs EWJ
+41.5%
-92.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | +0.8% |
| 7D | -1.3% | -7.0% | +5.7% | +5.0% |
| 30D | +19.4% | -11.1% | +30.5% | +32.1% |
| 3M | +53.4% | -7.3% | +60.6% | +63.8% |
| 6M | +28.8% | -0.6% | +29.3% | +27.8% |
| YTD | -25.1% | +9.9% | -35.0% | -34.9% |
| 1Y | -48.1% | +11.2% | -59.3% | -55.6% |
| 3Y | +51.4% | +55.3% | -3.9% | -17.8% |
| 5Y | -51.1% | +41.3% | -92.4% | -72.3% |
| All | -51.1% | +41.5% | -92.6% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling