+196.8%
EWY vs DOC
+15.7%
+181.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | -10.4% | +6.5% | -16.9% | -12.1% |
| 30D | -25.4% | +9.2% | -34.6% | -27.7% |
| 3M | -16.5% | -2.5% | -14.0% | -16.1% |
| 6M | -24.7% | +7.1% | -31.8% | -27.2% |
| YTD | +40.9% | +33.0% | +7.9% | +26.0% |
| 1Y | +49.8% | +23.3% | +26.5% | +37.2% |
| 3Y | +134.8% | +44.9% | +89.9% | +99.2% |
| 5Y | +91.4% | -21.6% | +113.0% | +99.3% |
| All | +196.8% | +15.7% | +181.1% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling