+59.0%
EWT vs DOCN
+89.0%
-30.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.6% |
| 7D | +13.2% | +27.4% | -14.2% | +8.1% |
| 30D | -14.3% | -29.7% | +15.5% | -9.9% |
| 3M | -8.4% | -32.5% | +24.1% | -3.6% |
| 6M | +3.7% | -42.2% | +45.9% | +10.5% |
| YTD | +53.1% | +87.2% | -34.1% | +32.2% |
| All | +59.0% | +89.0% | -30.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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