+20.3%
DOC vs EFV
+22.9%
-2.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.9% |
| 7D | +6.2% | +0.3% | +5.9% | +6.0% |
| 30D | +6.5% | +1.2% | +5.3% | +5.7% |
| 3M | -6.2% | -2.1% | -4.2% | -5.1% |
| 6M | +25.6% | +6.4% | +19.2% | +20.7% |
| YTD | +32.1% | +14.8% | +17.3% | +23.0% |
| 1Y | +20.3% | +22.4% | -2.1% | +8.6% |
| All | +20.3% | +22.9% | -2.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling