-47.3%
DOCS vs EFX
-7.5%
-39.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +5.0% |
| 7D | +1.2% | +9.2% | -8.0% | -3.8% |
| 30D | +21.3% | +34.8% | -13.5% | +1.4% |
| 3M | +58.4% | +8.8% | +49.5% | +51.3% |
| 6M | +39.3% | +12.3% | +27.0% | +29.4% |
| YTD | -21.7% | -10.6% | -11.1% | -22.2% |
| 1Y | -47.3% | -6.7% | -40.6% | -49.7% |
| All | -47.3% | -7.5% | -39.8% | -49.7% |
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