-47.3%
DOCS vs ESI
+27.8%
-75.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +11.0% | +5.9% |
| 7D | +1.2% | -6.6% | +7.8% | +0.6% |
| 30D | +21.3% | -10.9% | +32.2% | +20.1% |
| 3M | +58.4% | -13.8% | +72.2% | +56.6% |
| 6M | +39.3% | -21.5% | +60.8% | +36.3% |
| YTD | -21.7% | +34.7% | -56.4% | -29.5% |
| 1Y | -47.3% | +24.9% | -72.2% | -51.7% |
| All | -47.3% | +27.8% | -75.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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