+91.0%
EWY vs DOCN
-32.3%
+123.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.6% |
| 7D | -10.4% | -19.2% | +8.8% | -6.4% |
| 30D | -25.4% | -43.1% | +17.6% | -17.0% |
| 3M | -16.5% | -40.7% | +24.2% | -8.4% |
| 6M | -24.7% | -55.0% | +30.3% | -13.4% |
| YTD | +40.9% | +50.6% | -9.7% | +31.4% |
| 1Y | +49.8% | +54.0% | -4.1% | +39.1% |
| 3Y | +134.8% | +203.9% | -69.1% | +88.5% |
| All | +91.0% | -32.3% | +123.3% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling