-37.4%
DOCS vs ED
+98.5%
-135.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.2% |
| 7D | -1.3% | +5.2% | -6.5% | -0.9% |
| 30D | +19.4% | +15.5% | +3.9% | +21.0% |
| 3M | +53.4% | +13.0% | +40.4% | +55.2% |
| 6M | +28.8% | +13.1% | +15.6% | +30.4% |
| YTD | -25.1% | +25.3% | -50.4% | -23.9% |
| 1Y | -48.1% | +30.5% | -78.7% | -47.4% |
| 3Y | +51.4% | +49.3% | +2.0% | +49.4% |
| 5Y | -51.1% | +84.6% | -135.7% | -50.8% |
| All | -37.4% | +98.5% | -135.9% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling