+111.9%
DOCN vs EFV
+102.6%
+9.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.6% |
| 7D | +27.4% | +0.7% | +26.7% | +26.1% |
| 30D | -29.7% | +2.0% | -31.8% | -31.7% |
| 3M | -32.5% | -1.6% | -30.8% | -31.0% |
| 6M | -42.2% | +5.8% | -47.9% | -46.8% |
| YTD | +87.2% | +15.6% | +71.5% | +49.4% |
| 1Y | +86.2% | +19.0% | +67.2% | +42.3% |
| 3Y | +257.4% | +90.7% | +166.8% | +35.1% |
| 5Y | -27.4% | +92.8% | -120.2% | -73.3% |
| All | +111.9% | +102.6% | +9.4% | -24.8% |
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