+83.4%
EWY vs DOCN
+88.7%
-5.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +2.2% |
| 7D | -6.3% | -12.8% | +6.5% | -3.8% |
| 30D | -19.8% | -41.9% | +22.1% | -11.8% |
| 3M | -14.4% | -36.9% | +22.5% | -7.8% |
| 6M | -25.3% | -52.2% | +27.0% | -15.9% |
| YTD | +46.2% | +62.7% | -16.6% | +35.3% |
| 1Y | +58.3% | +58.2% | 0.0% | +47.0% |
| 3Y | +155.0% | +219.5% | -64.5% | +107.5% |
| 5Y | +99.5% | -32.9% | +132.3% | +72.8% |
| All | +83.4% | +88.7% | -5.2% | +52.9% |
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