+55.8%
DOCS vs ED
+48.1%
+7.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.1% |
| 7D | -1.3% | +5.2% | -6.5% | -0.2% |
| 30D | +19.4% | +15.5% | +3.9% | +23.5% |
| 3M | +53.4% | +13.0% | +40.4% | +58.0% |
| 6M | +28.8% | +13.1% | +15.6% | +33.0% |
| YTD | -25.1% | +25.3% | -50.4% | -21.4% |
| 1Y | -48.1% | +30.5% | -78.7% | -45.4% |
| All | +55.8% | +48.1% | +7.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling