-50.3%
DOCS vs EFV
+97.8%
-148.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.8% |
| 30D | +21.8% | +1.7% | +20.1% | +20.0% |
| 3M | +27.3% | +8.6% | +18.7% | +17.5% |
| 6M | -0.3% | +11.7% | -12.0% | -11.2% |
| YTD | -40.5% | +19.3% | -59.8% | -51.4% |
| 1Y | -61.5% | +30.2% | -91.8% | -71.6% |
| 3Y | +8.2% | +91.6% | -83.4% | -50.7% |
| 5Y | -73.4% | +96.4% | -169.8% | -87.5% |
| All | -50.3% | +97.8% | -148.1% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling