+76.9%
EWY vs DOCN
+74.7%
+2.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.6% |
| 7D | -10.4% | -19.2% | +8.8% | -6.7% |
| 30D | -25.4% | -43.1% | +17.6% | -17.6% |
| 3M | -16.5% | -40.7% | +24.2% | -8.9% |
| 6M | -24.7% | -55.0% | +30.3% | -14.2% |
| YTD | +40.9% | +50.6% | -9.7% | +32.4% |
| 1Y | +49.8% | +54.0% | -4.1% | +40.2% |
| 3Y | +134.8% | +203.9% | -69.1% | +93.1% |
| 5Y | +91.4% | -29.4% | +120.8% | +67.3% |
| All | +76.9% | +74.7% | +2.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling