+49.8%
EWY vs DOC
+20.9%
+28.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.1% |
| 7D | -10.4% | +6.5% | -16.9% | -10.5% |
| 30D | -25.4% | +9.2% | -34.6% | -25.6% |
| 3M | -16.5% | -2.5% | -14.0% | -15.8% |
| 6M | -24.7% | +7.1% | -31.8% | -25.9% |
| YTD | +40.9% | +33.0% | +7.9% | +35.2% |
| 1Y | +49.8% | +23.3% | +26.5% | +41.1% |
| All | +49.8% | +20.9% | +28.9% | +41.1% |
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