+125.6%
EWY vs DOC
+43.2%
+82.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.2% | -13.2% | -13.4% |
| 7D | -18.6% | +6.2% | -24.9% | -19.5% |
| 30D | -29.4% | +6.5% | -35.8% | -30.2% |
| 3M | -22.2% | -6.2% | -15.9% | -21.1% |
| 6M | -24.1% | +25.6% | -49.7% | -29.2% |
| YTD | +35.4% | +32.1% | +3.3% | +24.9% |
| 1Y | +39.3% | +20.3% | +19.0% | +31.4% |
| All | +125.6% | +43.2% | +82.5% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling