+20.0%
EWZ vs DOCN
+236.1%
-216.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +2.1% |
| 7D | -4.1% | -20.0% | +16.0% | -2.6% |
| 30D | -25.0% | -38.8% | +13.8% | -22.4% |
| 3M | -10.6% | -34.8% | +24.2% | -8.4% |
| 6M | -16.6% | -22.8% | +6.2% | -16.8% |
| YTD | +2.5% | +74.6% | -72.1% | -6.8% |
| 1Y | +8.1% | +116.4% | -108.4% | -4.2% |
| All | +20.0% | +236.1% | -216.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling