+155.6%
EWJ vs DOC
+796.8%
-641.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +2.5% | -1.5% | +4.0% | +2.9% |
| 30D | +3.3% | -4.8% | +8.0% | +4.5% |
| 3M | +5.0% | +6.9% | -1.9% | +2.9% |
| 6M | +11.5% | +20.7% | -9.2% | +5.4% |
| YTD | +22.4% | +34.1% | -11.8% | +12.3% |
| 1Y | +30.2% | +22.6% | +7.6% | +22.1% |
| 3Y | +72.8% | +20.8% | +52.0% | +60.5% |
| 5Y | +54.1% | -24.9% | +79.0% | +60.4% |
| 10Y | +140.6% | -1.8% | +142.4% | +120.9% |
| All | +155.6% | +796.8% | -641.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling