+13.5%
EWZ vs DOCS
-15.8%
+29.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.3% |
| 7D | -4.1% | +1.2% | -5.3% | -4.1% |
| 30D | -25.0% | +21.3% | -46.3% | -25.7% |
| 3M | -10.6% | +58.4% | -69.0% | -13.1% |
| 6M | -16.6% | +39.3% | -55.9% | -18.6% |
| YTD | +2.5% | -21.7% | +24.2% | +3.4% |
| 1Y | +8.1% | -47.3% | +55.4% | +11.7% |
| 3Y | +20.4% | +58.2% | -37.7% | +13.4% |
| 5Y | +62.7% | -52.3% | +115.0% | +58.6% |
| All | +13.5% | -15.8% | +29.3% | +11.3% |
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