+45.8%
EFA vs DOCS
-51.8%
+97.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -1.4% | -0.8% | -0.7% | -1.4% |
| 30D | -1.2% | +17.4% | -18.6% | -2.3% |
| 3M | -5.1% | +57.4% | -62.5% | -8.6% |
| 6M | -1.2% | +26.5% | -27.8% | -3.8% |
| YTD | +7.8% | -26.6% | +34.4% | +9.4% |
| 1Y | +12.2% | -48.1% | +60.2% | +17.1% |
| 3Y | +61.5% | +52.6% | +8.9% | +46.8% |
| All | +45.8% | -51.8% | +97.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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