-61.5%
DOCS vs EFX
-25.2%
-36.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | +0.7% |
| 7D | -1.4% | -8.6% | +7.2% | +3.4% |
| 30D | +21.8% | +0.1% | +21.7% | +22.4% |
| 3M | +27.3% | +3.8% | +23.5% | +25.3% |
| 6M | -0.3% | -13.5% | +13.2% | +2.0% |
| YTD | -40.5% | -17.7% | -22.8% | -38.4% |
| 1Y | -61.5% | -25.6% | -36.0% | -59.9% |
| All | -61.5% | -25.2% | -36.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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