+55.0%
EWZ vs DOC
-24.5%
+79.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +6.5% | -1.5% | +8.0% | +7.0% |
| 30D | +4.8% | -4.8% | +9.6% | +6.3% |
| 3M | +9.9% | +6.9% | +3.0% | +7.4% |
| 6M | +1.9% | +20.7% | -18.8% | -4.4% |
| YTD | +20.3% | +34.1% | -13.8% | +8.6% |
| 1Y | +35.6% | +22.6% | +13.0% | +25.9% |
| 3Y | +43.4% | +20.8% | +22.6% | +31.7% |
| All | +55.0% | -24.5% | +79.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling