+65.4%
EFX vs DOC
+15.7%
+49.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +2.7% | +6.5% | -3.8% | 0.0% |
| 30D | +33.1% | +9.2% | +23.9% | +28.4% |
| 3M | +8.2% | -2.5% | +10.7% | +9.4% |
| 6M | +10.2% | +7.1% | +3.1% | +7.2% |
| YTD | -11.8% | +33.0% | -44.8% | -22.3% |
| 1Y | -6.1% | +23.3% | -29.4% | -14.6% |
| 3Y | +7.5% | +44.9% | -37.4% | -9.1% |
| 5Y | -30.7% | -21.6% | -9.1% | -26.5% |
| All | +65.4% | +15.7% | +49.7% | +53.0% |
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