+43.9%
DOC vs EFV
-6.6%
+50.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -50.9% | +50.7% | +7.4% |
| 7D | +6.2% | -49.8% | +56.1% | +12.5% |
| 30D | +6.5% | -49.4% | +55.9% | +12.1% |
| 3M | -6.2% | -51.0% | +44.8% | +1.1% |
| 6M | +25.6% | -46.8% | +72.4% | +27.1% |
| YTD | +32.1% | -42.6% | +74.7% | +25.6% |
| 1Y | +20.3% | -38.8% | +59.1% | +8.6% |
| All | +43.9% | -6.6% | +50.5% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling