-32.9%
DOCS vs EFX
-7.6%
-25.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +2.6% | -0.8% | +3.3% | +3.0% |
| 30D | +11.4% | +25.1% | -13.7% | -3.1% |
| 3M | +25.4% | +1.7% | +23.7% | +23.9% |
| 6M | +42.5% | +18.4% | +24.2% | +30.4% |
| YTD | -24.7% | -12.5% | -12.2% | -23.2% |
| 1Y | -32.9% | -8.1% | -24.9% | -35.5% |
| All | -32.9% | -7.6% | -25.3% | -35.5% |
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