+84.3%
EWY vs DOCN
+108.0%
-23.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.0% |
| 7D | +4.2% | +19.1% | -14.9% | +0.8% |
| 30D | -10.7% | -21.0% | +10.3% | -6.9% |
| 3M | -20.1% | -34.7% | +14.7% | -14.4% |
| 6M | -24.3% | -45.8% | +21.5% | -16.7% |
| YTD | +46.9% | +79.4% | -32.5% | +33.5% |
| 1Y | +55.2% | +91.0% | -35.8% | +39.8% |
| 3Y | +157.0% | +237.5% | -80.5% | +106.4% |
| 5Y | +98.9% | -30.4% | +129.3% | +69.7% |
| All | +84.3% | +108.0% | -23.7% | +50.8% |
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