+18.2%
EWJ vs DOC
+21.8%
-3.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.1% |
| 7D | -1.2% | +8.7% | -9.9% | -2.0% |
| 30D | -5.5% | +7.6% | -13.1% | -6.2% |
| 3M | -0.8% | -5.3% | +4.5% | -0.2% |
| 6M | +7.1% | +27.6% | -20.5% | +2.2% |
| YTD | +16.9% | +32.4% | -15.5% | +12.3% |
| 1Y | +18.2% | +22.9% | -4.7% | +14.3% |
| All | +18.2% | +21.8% | -3.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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