+76.7%
EWZ vs DOCN
+171.0%
-94.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | +4.8% | -9.6% | +14.5% | +5.5% |
| 3M | +9.9% | -37.7% | +47.6% | +13.7% |
| 6M | +1.9% | +115.2% | -113.3% | -7.1% |
| YTD | +20.3% | +133.7% | -113.4% | +8.3% |
| 1Y | +35.6% | +250.2% | -214.5% | +16.9% |
| 3Y | +43.4% | +320.3% | -276.9% | +18.1% |
| 5Y | +55.9% | +53.1% | +2.8% | +32.7% |
| All | +76.7% | +171.0% | -94.3% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling