+369.9%
EFA vs DOC
+431.3%
-61.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -1.6% | +6.2% | -7.8% | -3.5% |
| 30D | -1.5% | +6.5% | -7.9% | -3.6% |
| 3M | -4.4% | -6.2% | +1.8% | -2.6% |
| 6M | +2.2% | +25.6% | -23.4% | -6.2% |
| YTD | +8.6% | +32.1% | -23.4% | -2.3% |
| 1Y | +12.8% | +20.3% | -7.5% | +4.6% |
| 3Y | +62.0% | +42.7% | +19.2% | +39.1% |
| 5Y | +46.9% | -22.2% | +69.1% | +53.0% |
| 10Y | +143.7% | +16.5% | +127.2% | +106.7% |
| All | +369.9% | +431.3% | -61.4% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling