-51.1%
DOCS vs EFV
+90.6%
-141.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -2.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +19.4% | +1.2% | +18.2% | +18.3% |
| 3M | +53.4% | -2.1% | +55.5% | +56.9% |
| 6M | +28.8% | +6.4% | +22.3% | +21.1% |
| YTD | -25.1% | +14.8% | -39.9% | -36.2% |
| 1Y | -48.1% | +22.4% | -70.6% | -58.9% |
| 3Y | +51.4% | +86.6% | -35.2% | -28.4% |
| 5Y | -51.1% | +90.4% | -141.5% | -76.8% |
| All | -51.1% | +90.6% | -141.7% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling