+58.0%
EWY vs DOCN
+89.0%
-31.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.7% |
| 7D | +10.4% | +27.4% | -17.0% | +2.3% |
| 30D | -12.7% | -29.7% | +17.0% | -4.1% |
| 3M | -17.3% | -32.5% | +15.1% | -8.8% |
| 6M | -18.6% | -42.2% | +23.6% | -7.4% |
| YTD | +49.5% | +87.2% | -37.6% | +32.3% |
| All | +58.0% | +89.0% | -31.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling