+90.8%
EWY vs DOCN
+110.0%
-19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.6% | -3.4% | +4.4% |
| 7D | -2.8% | +3.7% | -6.6% | -3.4% |
| 30D | -13.1% | -33.7% | +20.6% | -6.7% |
| 3M | -11.6% | -27.9% | +16.3% | -6.9% |
| 6M | -23.4% | -46.4% | +23.1% | -15.5% |
| YTD | +52.0% | +81.1% | -29.1% | +38.0% |
| 1Y | +58.6% | +74.3% | -15.7% | +44.6% |
| 3Y | +163.3% | +245.8% | -82.5% | +110.8% |
| 5Y | +108.7% | -23.7% | +132.4% | +77.1% |
| All | +90.8% | +110.0% | -19.2% | +55.8% |
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