+64.7%
EFA vs DOCN
+108.0%
-43.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.5% |
| 7D | +2.2% | +19.1% | -16.9% | +0.5% |
| 30D | +1.4% | -21.0% | +22.4% | +3.1% |
| 3M | -4.2% | -34.7% | +30.6% | -1.3% |
| 6M | +1.9% | -45.8% | +47.7% | +6.0% |
| YTD | +10.2% | +79.4% | -69.2% | -0.1% |
| 1Y | +12.8% | +91.0% | -78.2% | +1.4% |
| 3Y | +65.2% | +237.5% | -172.2% | +35.4% |
| 5Y | +49.8% | -30.4% | +80.2% | +30.7% |
| All | +64.7% | +108.0% | -43.3% | +38.4% |
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