+8.9%
DOCS vs ESI
+79.8%
-70.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.3% |
| 7D | -1.4% | +3.3% | -4.7% | -2.1% |
| 30D | +21.8% | -5.9% | +27.7% | +23.0% |
| 3M | +27.3% | -14.1% | +41.4% | +29.3% |
| 6M | -0.3% | +6.6% | -6.9% | -6.9% |
| YTD | -40.5% | +45.0% | -85.5% | -51.5% |
| 1Y | -61.5% | +41.5% | -103.0% | -68.5% |
| All | +8.9% | +79.8% | -70.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling