+138.5%
EFA vs DOC
+15.7%
+122.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.4% | +6.5% | -7.9% | -3.2% |
| 30D | -1.2% | +9.2% | -10.3% | -3.7% |
| 3M | -5.1% | -2.5% | -2.6% | -4.6% |
| 6M | -1.2% | +7.1% | -8.3% | -3.6% |
| YTD | +7.8% | +33.0% | -25.2% | -1.9% |
| 1Y | +12.2% | +23.3% | -11.1% | +4.3% |
| 3Y | +61.5% | +44.9% | +16.6% | +40.8% |
| 5Y | +45.8% | -21.6% | +67.4% | +51.3% |
| All | +138.5% | +15.7% | +122.8% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling