-37.3%
DOCS vs EFV
+92.1%
-129.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | -1.0% | -3.2% | -3.2% |
| 30D | +8.6% | +3.1% | +5.5% | +5.7% |
| 3M | +27.2% | -1.2% | +28.5% | +28.8% |
| 6M | +26.5% | +5.6% | +20.9% | +19.8% |
| YTD | -25.0% | +15.8% | -40.8% | -36.9% |
| 1Y | -37.0% | +20.0% | -57.0% | -49.1% |
| 3Y | +39.4% | +91.0% | -51.5% | -36.8% |
| 5Y | -56.7% | +93.7% | -150.3% | -79.7% |
| All | -37.3% | +92.1% | -129.4% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling