+65.9%
EFA vs DOCN
+88.7%
-22.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.0% | -5.0% | +2.3% |
| 7D | +1.2% | -12.8% | +14.0% | +2.3% |
| 30D | +1.5% | -41.9% | +43.4% | +6.2% |
| 3M | -3.3% | -36.9% | +33.6% | -0.1% |
| 6M | +2.6% | -52.2% | +54.8% | +8.0% |
| YTD | +11.0% | +62.7% | -51.7% | +1.6% |
| 1Y | +15.1% | +58.2% | -43.1% | +5.5% |
| 3Y | +67.6% | +219.5% | -151.8% | +38.1% |
| 5Y | +50.5% | -32.9% | +83.4% | +32.2% |
| All | +65.9% | +88.7% | -22.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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