+164.3%
EWY vs DOC
+23.9%
+140.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.8% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | +11.7% | -4.8% | +16.4% | +12.2% |
| 3M | -7.4% | +6.9% | -14.3% | -9.2% |
| 6M | +40.6% | +20.7% | +19.8% | +32.8% |
| YTD | +94.3% | +34.1% | +60.1% | +81.6% |
| 1Y | +164.3% | +22.6% | +141.6% | +152.4% |
| All | +164.3% | +23.9% | +140.4% | +152.4% |
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