-52.9%
DOCS vs EWJ
+47.4%
-100.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +2.6% | +4.0% | -1.4% | -0.9% |
| 30D | +11.4% | -4.3% | +15.7% | +15.6% |
| 3M | +25.4% | -6.8% | +32.2% | +32.9% |
| 6M | +42.5% | -0.9% | +43.4% | +42.5% |
| YTD | -24.7% | +14.3% | -39.0% | -36.8% |
| 1Y | -32.9% | +15.3% | -48.2% | -44.3% |
| 3Y | +39.6% | +65.6% | -26.0% | -29.8% |
| All | -52.9% | +47.4% | -100.3% | -73.1% |
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 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