-34.9%
DOCS vs ESI
+21.7%
-56.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | -0.2% |
| 7D | +0.1% | +8.3% | -8.3% | +0.5% |
| 30D | +8.7% | -10.4% | +19.1% | +7.8% |
| 3M | +32.9% | -13.2% | +46.0% | +31.6% |
| 6M | +25.5% | -23.9% | +49.4% | +23.7% |
| YTD | -25.0% | +34.2% | -59.2% | -36.0% |
| 1Y | -34.9% | +22.2% | -57.1% | -41.5% |
| All | -34.9% | +21.7% | -56.5% | -41.5% |
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