+69.1%
EFX vs DOC
+14.9%
+54.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +8.1% | +6.2% | +1.8% | +5.3% |
| 30D | +36.0% | +6.5% | +29.6% | +32.6% |
| 3M | +9.6% | -6.2% | +15.8% | +12.6% |
| 6M | +14.7% | +25.6% | -10.9% | +3.7% |
| YTD | -9.9% | +32.1% | -41.9% | -20.3% |
| 1Y | -5.4% | +20.3% | -25.7% | -13.1% |
| 3Y | +9.3% | +42.7% | -33.5% | -7.0% |
| 5Y | -29.1% | -22.2% | -7.0% | -24.7% |
| All | +69.1% | +14.9% | +54.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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