+831.8%
EWY vs DOC
+672.5%
+159.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.2% | -13.2% | -13.4% |
| 7D | -18.6% | +6.2% | -24.9% | -20.6% |
| 30D | -29.4% | +6.5% | -35.8% | -31.4% |
| 3M | -22.2% | -6.2% | -15.9% | -20.6% |
| 6M | -24.1% | +25.6% | -49.7% | -32.2% |
| YTD | +35.4% | +32.1% | +3.3% | +18.3% |
| 1Y | +39.3% | +20.3% | +19.0% | +26.3% |
| 3Y | +137.0% | +42.7% | +94.3% | +95.3% |
| 5Y | +83.9% | -22.2% | +106.1% | +91.8% |
| 10Y | +192.4% | +16.5% | +175.9% | +137.1% |
| All | +831.8% | +672.5% | +159.3% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling