+87.1%
DOCN vs EFV
+102.9%
-15.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.1% |
| 7D | -12.1% | +2.1% | -14.3% | -14.8% |
| 30D | -41.0% | +3.1% | -44.1% | -43.5% |
| 3M | -38.7% | -1.3% | -37.4% | -37.6% |
| 6M | -51.5% | +6.0% | -57.5% | -55.6% |
| YTD | +65.3% | +15.8% | +49.4% | +31.5% |
| 1Y | +53.9% | +21.1% | +32.8% | +14.3% |
| 3Y | +215.6% | +91.0% | +124.6% | +19.0% |
| 5Y | -26.2% | +94.3% | -120.5% | -73.0% |
| All | +87.1% | +102.9% | -15.8% | -33.7% |
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