+70.0%
EWY vs DOCN
+70.4%
-0.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -15.9% | +2.4% | -10.5% |
| 7D | -18.6% | -29.3% | +10.6% | -13.3% |
| 30D | -29.4% | -46.0% | +16.7% | -21.2% |
| 3M | -22.2% | -43.2% | +21.0% | -14.4% |
| 6M | -24.1% | -53.7% | +29.6% | -13.8% |
| YTD | +35.4% | +46.9% | -11.5% | +27.8% |
| 1Y | +39.3% | +54.3% | -15.0% | +30.4% |
| 3Y | +137.0% | +185.5% | -48.5% | +96.6% |
| 5Y | +83.9% | -31.1% | +115.0% | +61.5% |
| All | +70.0% | +70.4% | -0.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling