+81.1%
EWZ vs DOC
-2.1%
+83.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +6.5% | -1.5% | +8.0% | +7.2% |
| 30D | +4.8% | -4.8% | +9.6% | +7.1% |
| 3M | +9.9% | +6.9% | +3.0% | +6.2% |
| 6M | +1.9% | +20.7% | -18.8% | -7.8% |
| YTD | +20.3% | +34.1% | -13.8% | +3.0% |
| 1Y | +35.6% | +22.6% | +13.0% | +20.8% |
| 3Y | +43.4% | +20.8% | +22.6% | +25.2% |
| 5Y | +55.9% | -24.9% | +80.8% | +71.5% |
| All | +81.1% | -2.1% | +83.2% | +84.8% |
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