+167.5%
DOC vs EFV
+258.8%
-91.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.5% | +1.5% | -3.0% | -2.8% |
| 30D | -4.8% | +1.7% | -6.5% | -6.2% |
| 3M | +6.9% | +8.6% | -1.8% | -1.1% |
| 6M | +20.7% | +11.7% | +9.1% | +8.9% |
| YTD | +34.1% | +19.3% | +14.9% | +13.6% |
| 1Y | +22.6% | +30.2% | -7.6% | -4.2% |
| 3Y | +20.8% | +91.6% | -70.8% | -34.1% |
| 5Y | -24.9% | +96.4% | -121.3% | -60.5% |
| 10Y | -1.8% | +166.5% | -168.3% | -61.9% |
| All | +167.5% | +258.8% | -91.3% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling