+11.8%
EWZ vs DOCS
-19.4%
+31.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.3% |
| 7D | -4.2% | -1.3% | -2.8% | -4.1% |
| 30D | -26.1% | +19.4% | -45.5% | -26.8% |
| 3M | -12.0% | +53.4% | -65.4% | -14.3% |
| 6M | -19.3% | +28.8% | -48.0% | -20.8% |
| YTD | +0.9% | -25.1% | +26.0% | +2.1% |
| 1Y | +3.4% | -48.1% | +51.5% | +6.9% |
| 3Y | +18.6% | +51.4% | -32.8% | +12.0% |
| 5Y | +56.6% | -51.1% | +107.7% | +52.8% |
| All | +11.8% | -19.4% | +31.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling