+124.4%
EWY vs DOCS
-36.0%
+160.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +4.8% |
| 7D | +4.8% | -1.4% | +6.2% | +4.9% |
| 30D | +11.7% | +21.8% | -10.2% | +9.7% |
| 3M | -7.4% | +27.3% | -34.7% | -9.5% |
| 6M | +40.6% | -0.3% | +40.9% | +39.4% |
| YTD | +94.3% | -40.5% | +134.8% | +100.6% |
| 1Y | +164.3% | -61.5% | +225.8% | +183.2% |
| 3Y | +221.0% | +8.2% | +212.8% | +203.3% |
| 5Y | +139.1% | -73.4% | +212.5% | +135.2% |
| All | +124.4% | -36.0% | +160.4% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling