-37.3%
DOCS vs EFX
-17.0%
-20.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | -2.0% | -2.2% | -3.1% |
| 30D | +8.6% | +27.9% | -19.2% | -6.6% |
| 3M | +27.2% | +3.8% | +23.4% | +23.6% |
| 6M | +26.5% | +13.0% | +13.5% | +17.6% |
| YTD | -25.0% | -12.4% | -12.6% | -20.9% |
| 1Y | -37.0% | -10.4% | -26.6% | -34.5% |
| 3Y | +39.4% | +4.4% | +35.0% | +17.4% |
| 5Y | -56.7% | -28.9% | -27.8% | -53.9% |
| All | -37.3% | -17.0% | -20.3% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling