-34.9%
DOCS vs EFX
-10.6%
-24.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +0.1% | -3.6% | +3.7% | +2.2% |
| 30D | +8.7% | +25.3% | -16.6% | -5.6% |
| 3M | +32.9% | +3.8% | +29.1% | +29.6% |
| 6M | +25.5% | +12.7% | +12.8% | +17.3% |
| YTD | -25.0% | -13.1% | -11.9% | -23.2% |
| 1Y | -34.9% | -9.3% | -25.5% | -36.7% |
| All | -34.9% | -10.6% | -24.3% | -36.7% |
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