+143.8%
EWY vs DOCN
+171.0%
-27.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +11.7% | -9.6% | +21.3% | +13.4% |
| 3M | -7.4% | -37.7% | +30.3% | -0.4% |
| 6M | +40.6% | +115.2% | -74.7% | +24.7% |
| YTD | +94.3% | +133.7% | -39.5% | +69.3% |
| 1Y | +164.3% | +250.2% | -85.9% | +116.6% |
| 3Y | +221.0% | +320.3% | -99.3% | +147.5% |
| 5Y | +139.1% | +53.1% | +86.0% | +91.0% |
| All | +143.8% | +171.0% | -27.2% | +91.2% |
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