+68.8%
EWY vs DOCS
-20.2%
+89.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -19.8% | +7.8% | -27.6% | -20.2% |
| 3M | -14.4% | +20.0% | -34.4% | -15.6% |
| 6M | -25.3% | +26.5% | -51.8% | -27.1% |
| YTD | +46.2% | -25.8% | +71.9% | +48.6% |
| 1Y | +58.3% | -39.5% | +97.7% | +63.6% |
| 3Y | +155.0% | +60.3% | +94.6% | +133.3% |
| 5Y | +99.5% | -57.0% | +156.5% | +92.1% |
| All | +68.8% | -20.2% | +89.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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