+50.5%
EFA vs DOCS
-54.3%
+104.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.9% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +1.5% | +7.8% | -6.3% | +0.9% |
| 3M | -3.3% | +20.0% | -23.3% | -4.7% |
| 6M | +2.6% | +26.5% | -24.0% | -0.1% |
| YTD | +11.0% | -25.8% | +36.8% | +12.7% |
| 1Y | +15.1% | -39.5% | +54.6% | +18.7% |
| 3Y | +67.6% | +60.3% | +7.3% | +51.5% |
| 5Y | +50.5% | -57.0% | +107.5% | +47.1% |
| All | +50.5% | -54.3% | +104.8% | +47.1% |
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