-47.3%
DOCS vs EFV
+25.8%
-73.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +6.1% |
| 7D | +1.2% | +2.9% | -1.7% | +1.0% |
| 30D | +21.3% | +3.6% | +17.7% | +21.0% |
| 3M | +58.4% | -0.1% | +58.5% | +58.0% |
| 6M | +39.3% | +9.6% | +29.7% | +41.5% |
| YTD | -21.7% | +17.0% | -38.7% | -26.4% |
| 1Y | -47.3% | +25.7% | -73.0% | -55.0% |
| All | -47.3% | +25.8% | -73.1% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling