+142.6%
EWY vs DOC
-24.5%
+167.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.1% |
| 7D | +4.8% | -1.5% | +6.3% | +5.2% |
| 30D | +11.7% | -4.8% | +16.4% | +13.1% |
| 3M | -7.4% | +6.9% | -14.3% | -9.8% |
| 6M | +40.6% | +20.7% | +19.8% | +31.2% |
| YTD | +94.3% | +34.1% | +60.1% | +75.2% |
| 1Y | +164.3% | +22.6% | +141.6% | +144.4% |
| 3Y | +221.0% | +20.8% | +200.2% | +193.5% |
| All | +142.6% | -24.5% | +167.2% | +152.7% |
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