+52.6%
EWZ vs DOC
+19.9%
+32.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.3% |
| 7D | -4.1% | +8.7% | -12.8% | -7.6% |
| 30D | -25.0% | +7.6% | -32.6% | -27.6% |
| 3M | -10.6% | -5.3% | -5.4% | -8.9% |
| 6M | -16.6% | +27.6% | -44.2% | -26.8% |
| YTD | +2.5% | +32.4% | -29.9% | -12.1% |
| 1Y | +8.1% | +22.9% | -14.8% | -4.1% |
| 3Y | +20.4% | +43.1% | -22.7% | -4.1% |
| 5Y | +62.7% | -21.4% | +84.1% | +73.9% |
| 10Y | +52.6% | +16.8% | +35.8% | +30.2% |
| All | +52.6% | +19.9% | +32.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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