-48.1%
DOCS vs EFX
-7.7%
-40.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.8% |
| 7D | -0.8% | +2.7% | -3.5% | -2.3% |
| 30D | +17.4% | +33.1% | -15.7% | -1.2% |
| 3M | +57.4% | +8.2% | +49.2% | +50.9% |
| 6M | +26.5% | +10.2% | +16.4% | +18.7% |
| YTD | -26.6% | -11.8% | -14.7% | -26.5% |
| 1Y | -48.1% | -6.1% | -42.0% | -51.0% |
| All | -48.1% | -7.7% | -40.3% | -51.0% |
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