-51.1%
DOCS vs EFX
-29.5%
-21.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | -1.3% | +8.1% | -9.4% | -5.9% |
| 30D | +19.4% | +36.0% | -16.7% | -1.2% |
| 3M | +53.4% | +9.6% | +43.8% | +45.1% |
| 6M | +28.8% | +14.7% | +14.0% | +18.2% |
| YTD | -25.1% | -9.9% | -15.2% | -22.3% |
| 1Y | -48.1% | -5.4% | -42.7% | -47.8% |
| 3Y | +51.4% | +9.3% | +42.1% | +22.0% |
| 5Y | -51.1% | -29.1% | -22.0% | -46.2% |
| All | -51.1% | -29.5% | -21.6% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling