+60.1%
DOCN vs EFV
+96.9%
-36.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | +1.1% | +1.5% | -0.4% | -1.2% |
| 30D | -9.6% | +1.7% | -11.4% | -12.1% |
| 3M | -37.7% | +8.6% | -46.3% | -45.1% |
| 6M | +115.2% | +11.7% | +103.5% | +81.0% |
| YTD | +133.7% | +19.3% | +114.5% | +75.9% |
| 1Y | +250.2% | +30.2% | +219.9% | +129.4% |
| 3Y | +320.3% | +91.6% | +228.7% | +48.4% |
| All | +60.1% | +96.9% | -36.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling