-38.3%
DOCS vs EFX
-8.7%
-29.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | +6.3% | +29.1% | -22.8% | -9.4% |
| 3M | +26.5% | +4.3% | +22.2% | +23.1% |
| 6M | +24.8% | +7.7% | +17.1% | +18.1% |
| YTD | -26.8% | -12.5% | -14.3% | -25.2% |
| 1Y | -38.3% | -8.8% | -29.5% | -40.4% |
| All | -38.3% | -8.7% | -29.6% | -40.4% |
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