-5.4%
EFX vs DOC
+21.7%
-27.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +8.1% | +6.2% | +1.8% | +5.2% |
| 30D | +36.0% | +6.5% | +29.6% | +32.3% |
| 3M | +9.6% | -6.2% | +15.8% | +11.8% |
| 6M | +14.7% | +25.6% | -10.9% | +7.2% |
| YTD | -9.9% | +32.1% | -41.9% | -17.7% |
| 1Y | -5.4% | +20.3% | -25.7% | -10.1% |
| All | -5.4% | +21.7% | -27.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling