+112.5%
EWY vs DOC
-21.9%
+134.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.7% |
| 7D | -8.3% | +8.7% | -17.0% | -10.3% |
| 30D | -20.5% | +7.6% | -28.2% | -22.3% |
| 3M | -11.1% | -5.3% | -5.8% | -9.9% |
| 6M | -7.0% | +27.6% | -34.6% | -15.0% |
| YTD | +56.5% | +32.4% | +24.1% | +41.2% |
| 1Y | +62.4% | +22.9% | +39.6% | +49.9% |
| 3Y | +173.9% | +43.1% | +130.8% | +134.2% |
| All | +112.5% | -21.9% | +134.4% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling