+108.7%
EWY vs DOC
-20.4%
+129.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | +1.0% | -3.9% | -3.1% |
| 30D | -13.1% | +8.1% | -21.2% | -15.0% |
| 3M | -11.6% | +0.9% | -12.5% | -12.0% |
| 6M | -23.4% | +6.3% | -29.6% | -25.4% |
| YTD | +52.0% | +33.8% | +18.3% | +36.9% |
| 1Y | +58.6% | +21.6% | +37.0% | +47.0% |
| 3Y | +163.3% | +53.4% | +109.9% | +119.8% |
| 5Y | +108.7% | -21.0% | +129.7% | +121.1% |
| All | +108.7% | -20.4% | +129.0% | +121.1% |
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 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