-38.7%
DOCS vs ESI
+44.9%
-83.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.7% |
| 7D | -0.8% | -8.5% | +7.8% | +2.4% |
| 30D | +17.4% | -15.7% | +33.1% | +24.6% |
| 3M | +57.4% | -18.2% | +75.6% | +67.5% |
| 6M | +26.5% | -28.8% | +55.4% | +38.8% |
| YTD | -26.6% | +26.3% | -52.8% | -43.2% |
| 1Y | -48.1% | +18.2% | -66.3% | -58.5% |
| 3Y | +52.6% | +68.1% | -15.5% | -11.3% |
| 5Y | -52.1% | +28.8% | -80.9% | -69.0% |
| All | -38.7% | +44.9% | -83.6% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling