-4.4%
DOC vs EFV
+165.7%
-170.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.5% | +1.5% | -3.0% | -2.7% |
| 30D | -4.8% | +1.7% | -6.5% | -6.1% |
| 3M | +6.9% | +8.6% | -1.8% | -0.5% |
| 6M | +20.7% | +11.7% | +9.1% | +9.9% |
| YTD | +34.1% | +19.3% | +14.9% | +15.1% |
| 1Y | +22.6% | +30.2% | -7.6% | -2.4% |
| 3Y | +20.8% | +91.6% | -70.8% | -31.3% |
| 5Y | -24.9% | +96.4% | -121.3% | -58.6% |
| All | -4.4% | +165.7% | -170.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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