+58.9%
EFA vs DOCS
-36.0%
+94.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | +0.9% | +21.8% | -21.0% | -0.8% |
| 3M | +4.9% | +27.3% | -22.4% | +2.8% |
| 6M | +8.6% | -0.3% | +8.9% | +7.8% |
| YTD | +14.6% | -40.5% | +55.1% | +17.7% |
| 1Y | +22.6% | -61.5% | +84.2% | +29.8% |
| 3Y | +66.5% | +8.2% | +58.3% | +58.4% |
| 5Y | +54.5% | -73.4% | +128.0% | +53.0% |
| All | +58.9% | -36.0% | +94.9% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling