-48.1%
DOCS vs ESI
+14.8%
-63.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | -4.9% |
| 7D | -1.3% | -13.1% | +11.8% | -2.5% |
| 30D | +19.4% | -18.5% | +37.9% | +17.4% |
| 3M | +53.4% | -19.6% | +73.0% | +50.7% |
| 6M | +28.8% | -29.8% | +58.5% | +25.4% |
| YTD | -25.1% | +23.9% | -49.0% | -33.0% |
| 1Y | -48.1% | +15.0% | -63.1% | -52.8% |
| All | -48.1% | +14.8% | -63.0% | -52.8% |
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