+13.7%
DOC vs EFV
+160.8%
-147.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +1.3% |
| 7D | +6.2% | +0.3% | +5.9% | +5.9% |
| 30D | +6.5% | +1.2% | +5.3% | +5.4% |
| 3M | -6.2% | -2.1% | -4.2% | -4.6% |
| 6M | +25.6% | +6.4% | +19.2% | +19.1% |
| YTD | +32.1% | +14.8% | +17.3% | +17.0% |
| 1Y | +20.3% | +22.4% | -2.1% | +0.8% |
| 3Y | +42.7% | +86.6% | -43.8% | -17.2% |
| 5Y | -22.2% | +90.4% | -112.5% | -55.9% |
| All | +13.7% | +160.8% | -147.1% | -54.1% |
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