+129.5%
EWJ vs DOC
+782.9%
-653.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.7% | -5.9% |
| 7D | -7.0% | +6.2% | -13.3% | -8.5% |
| 30D | -11.1% | +6.5% | -17.6% | -12.7% |
| 3M | -7.3% | -6.2% | -1.0% | -5.9% |
| 6M | -0.6% | +25.6% | -26.2% | -7.1% |
| YTD | +9.9% | +32.1% | -22.2% | +1.1% |
| 1Y | +11.2% | +20.3% | -9.1% | +4.7% |
| 3Y | +55.3% | +42.7% | +12.6% | +38.1% |
| 5Y | +41.3% | -22.2% | +63.4% | +45.6% |
| 10Y | +117.5% | +16.5% | +100.9% | +90.6% |
| All | +129.5% | +782.9% | -653.4% | +12.2% |
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