+52.6%
DOCS vs EFV
+84.2%
-31.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | +17.4% | +0.9% | +16.5% | +17.1% |
| 3M | +57.4% | -3.6% | +60.9% | +60.9% |
| 6M | +26.5% | +2.5% | +24.0% | +25.3% |
| YTD | -26.6% | +13.2% | -39.8% | -33.0% |
| 1Y | -48.1% | +20.3% | -68.4% | -54.9% |
| 3Y | +52.6% | +84.9% | -32.3% | -16.8% |
| All | +52.6% | +84.2% | -31.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling