-61.5%
DOCS vs ED
+12.4%
-74.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -3.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.6% |
| 30D | +21.8% | -0.1% | +22.0% | +21.7% |
| 3M | +27.3% | +3.9% | +23.4% | +31.7% |
| 6M | -0.3% | -3.0% | +2.7% | -1.6% |
| YTD | -40.5% | +10.7% | -51.2% | -35.5% |
| 1Y | -61.5% | +13.3% | -74.9% | -58.5% |
| All | -61.5% | +12.4% | -74.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling