+55.0%
EWZ vs DOCS
-73.4%
+128.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +6.5% | -1.4% | +7.9% | +6.6% |
| 30D | +4.8% | +21.8% | -17.0% | +3.2% |
| 3M | +9.9% | +27.3% | -17.4% | +7.7% |
| 6M | +1.9% | -0.3% | +2.3% | +1.3% |
| YTD | +20.3% | -40.5% | +60.8% | +23.8% |
| 1Y | +35.6% | -61.5% | +97.2% | +43.9% |
| 3Y | +43.4% | +8.2% | +35.3% | +36.2% |
| All | +55.0% | -73.4% | +128.4% | +64.7% |
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