+3.4%
EWZ vs DOCN
+56.0%
-52.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.3% | -0.9% |
| 7D | -4.2% | -29.3% | +25.1% | -2.9% |
| 30D | -26.1% | -46.0% | +19.9% | -24.2% |
| 3M | -12.0% | -43.2% | +31.1% | -10.2% |
| 6M | -19.3% | -53.7% | +34.5% | -17.0% |
| YTD | +0.9% | +46.9% | -46.0% | -4.2% |
| 1Y | +3.4% | +54.3% | -51.0% | -2.4% |
| All | +3.4% | +56.0% | -52.6% | -2.4% |
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