-50.3%
DOCS vs ESI
+66.5%
-116.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -4.0% |
| 7D | -1.4% | +3.3% | -4.7% | -2.8% |
| 30D | +21.8% | -5.9% | +27.7% | +24.2% |
| 3M | +27.3% | -14.1% | +41.4% | +31.5% |
| 6M | -0.3% | +6.6% | -6.9% | -10.1% |
| YTD | -40.5% | +45.0% | -85.5% | -55.9% |
| 1Y | -61.5% | +41.5% | -103.0% | -71.3% |
| 3Y | +8.2% | +78.8% | -70.6% | -36.2% |
| 5Y | -73.4% | +70.9% | -144.3% | -83.5% |
| All | -50.3% | +66.5% | -116.7% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling