-51.1%
DOCS vs ESI
+24.6%
-75.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | -1.1% |
| 7D | -1.3% | -13.1% | +11.8% | +4.0% |
| 30D | +19.4% | -18.5% | +37.9% | +28.7% |
| 3M | +53.4% | -19.6% | +73.0% | +64.7% |
| 6M | +28.8% | -29.8% | +58.5% | +42.4% |
| YTD | -25.1% | +23.9% | -49.0% | -42.6% |
| 1Y | -48.1% | +15.0% | -63.1% | -58.6% |
| 3Y | +51.4% | +64.3% | -13.0% | -15.5% |
| 5Y | -51.1% | +26.3% | -77.4% | -69.5% |
| All | -51.1% | +24.6% | -75.7% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling