+42.6%
EWZ vs DOC
+14.9%
+27.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -4.2% | +6.2% | -10.4% | -6.7% |
| 30D | -26.1% | +6.5% | -32.6% | -28.4% |
| 3M | -12.0% | -6.2% | -5.8% | -9.9% |
| 6M | -19.3% | +25.6% | -44.8% | -28.6% |
| YTD | +0.9% | +32.1% | -31.2% | -13.3% |
| 1Y | +3.4% | +20.3% | -16.9% | -7.3% |
| 3Y | +18.6% | +42.7% | -24.1% | -5.3% |
| 5Y | +56.6% | -22.2% | +78.7% | +68.2% |
| All | +42.6% | +14.9% | +27.7% | +25.3% |
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