+55.0%
EWZ vs DOCN
+54.1%
+0.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | +4.8% | -9.6% | +14.5% | +5.6% |
| 3M | +9.9% | -37.7% | +47.6% | +13.9% |
| 6M | +1.9% | +115.2% | -113.3% | -7.7% |
| YTD | +20.3% | +133.7% | -113.4% | +7.5% |
| 1Y | +35.6% | +250.2% | -214.5% | +15.7% |
| 3Y | +43.4% | +320.3% | -276.9% | +16.3% |
| All | +55.0% | +54.1% | +0.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling