+45.8%
EFA vs DOC
-21.4%
+67.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.4% | +6.5% | -7.9% | -3.1% |
| 30D | -1.2% | +9.2% | -10.3% | -3.6% |
| 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% | +4.4% |
| 3Y | +61.5% | +44.9% | +16.6% | +39.7% |
| All | +45.8% | -21.4% | +67.2% | +55.7% |
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