+87.5%
ED vs DOC
-22.8%
+110.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | +5.4% | +8.7% | -3.3% | +3.0% |
| 30D | +16.4% | +7.6% | +8.7% | +14.0% |
| 3M | +11.9% | -5.3% | +17.1% | +13.3% |
| 6M | +11.6% | +27.6% | -16.0% | +3.4% |
| YTD | +24.1% | +32.4% | -8.3% | +13.2% |
| 1Y | +26.9% | +22.9% | +4.0% | +18.4% |
| 3Y | +47.9% | +43.1% | +4.8% | +28.2% |
| 5Y | +87.5% | -21.4% | +108.8% | +103.5% |
| All | +87.5% | -22.8% | +110.3% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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