+219.4%
EWY vs DOC
+21.1%
+198.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -6.3% | +5.9% | -12.1% | -7.9% |
| 30D | -19.8% | +10.3% | -30.1% | -22.5% |
| 3M | -14.4% | -2.2% | -12.2% | -14.1% |
| 6M | -25.3% | +8.2% | -33.5% | -28.0% |
| YTD | +46.2% | +35.4% | +10.8% | +30.0% |
| 1Y | +58.3% | +23.6% | +34.6% | +45.0% |
| 3Y | +155.0% | +57.3% | +97.7% | +110.5% |
| 5Y | +99.5% | -19.6% | +119.1% | +106.0% |
| 10Y | +219.4% | +20.8% | +198.6% | +178.6% |
| All | +219.4% | +21.1% | +198.3% | +178.6% |
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