+71.3%
EFA vs DOCN
+171.0%
-99.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +0.9% | -9.6% | +10.5% | +1.6% |
| 3M | +4.9% | -37.7% | +42.6% | +8.8% |
| 6M | +8.6% | +115.2% | -106.6% | -1.8% |
| YTD | +14.6% | +133.7% | -119.1% | +2.2% |
| 1Y | +22.6% | +250.2% | -227.5% | +4.2% |
| 3Y | +66.5% | +320.3% | -253.8% | +34.5% |
| 5Y | +54.5% | +53.1% | +1.4% | +30.0% |
| All | +71.3% | +171.0% | -99.7% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling