+62.7%
EWZ vs DOCS
-53.1%
+115.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.3% |
| 7D | -4.1% | +1.2% | -5.3% | -4.2% |
| 30D | -25.0% | +21.3% | -46.3% | -25.8% |
| 3M | -10.6% | +58.4% | -69.0% | -13.3% |
| 6M | -16.6% | +39.3% | -55.9% | -18.7% |
| YTD | +2.5% | -21.7% | +24.2% | +3.6% |
| 1Y | +8.1% | -47.3% | +55.4% | +12.2% |
| 3Y | +20.4% | +58.2% | -37.7% | +12.0% |
| 5Y | +62.7% | -52.3% | +115.0% | +61.2% |
| All | +62.7% | -53.1% | +115.8% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling