+128.2%
EWT vs DOCN
+74.7%
+53.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +3.5% |
| 7D | -11.7% | -19.2% | +7.4% | -8.9% |
| 30D | -23.2% | -43.1% | +19.8% | -17.1% |
| 3M | -12.5% | -40.7% | +28.2% | -6.6% |
| 6M | -5.9% | -55.0% | +49.1% | +3.6% |
| YTD | +40.5% | +50.6% | -10.2% | +29.0% |
| 1Y | +43.7% | +54.0% | -10.2% | +31.5% |
| 3Y | +136.6% | +203.9% | -67.3% | +92.6% |
| 5Y | +105.1% | -29.4% | +134.5% | +77.9% |
| All | +128.2% | +74.7% | +53.5% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling