+4.3%
EWZ vs DOCN
+50.9%
-46.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | -1.5% | -19.2% | +17.7% | -0.7% |
| 30D | -24.5% | -43.1% | +18.5% | -22.7% |
| 3M | -10.7% | -40.7% | +30.0% | -9.0% |
| 6M | -19.1% | -55.0% | +35.9% | -16.7% |
| YTD | +1.6% | +50.6% | -49.0% | -3.7% |
| 1Y | +4.3% | +54.0% | -49.7% | -1.6% |
| All | +4.3% | +50.9% | -46.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling