-37.0%
DOCS vs EFV
+20.5%
-57.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | -1.0% | -3.2% | -4.0% |
| 30D | +8.6% | +3.1% | +5.5% | +8.3% |
| 3M | +27.2% | -1.2% | +28.5% | +27.2% |
| 6M | +26.5% | +5.6% | +20.9% | +27.8% |
| YTD | -25.0% | +15.8% | -40.8% | -31.5% |
| 1Y | -37.0% | +20.0% | -57.0% | -46.5% |
| All | -37.0% | +20.5% | -57.5% | -46.5% |
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