+28.8%
DOCS vs EFV
-46.5%
+75.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -50.9% | +46.6% | +1.0% |
| 7D | -1.3% | -49.8% | +48.5% | +2.9% |
| 30D | +19.4% | -49.4% | +68.8% | +24.2% |
| 3M | +53.4% | -51.0% | +104.4% | +61.8% |
| 6M | +28.8% | -46.8% | +75.5% | +41.4% |
| All | +28.8% | -46.5% | +75.3% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling