+50.5%
EWZ vs DOCN
+102.5%
-52.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +2.2% |
| 7D | -4.1% | -20.0% | +16.0% | -2.4% |
| 30D | -25.0% | -38.8% | +13.8% | -22.2% |
| 3M | -10.6% | -34.8% | +24.2% | -8.2% |
| 6M | -16.6% | -22.8% | +6.2% | -16.7% |
| YTD | +2.5% | +74.6% | -72.1% | -6.1% |
| 1Y | +8.1% | +116.4% | -108.4% | -3.2% |
| 3Y | +20.4% | +239.3% | -218.9% | +0.5% |
| 5Y | +62.7% | -20.2% | +82.9% | +43.6% |
| All | +50.5% | +102.5% | -52.0% | +30.1% |
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