+9.9%
EFX vs DOC
+43.2%
-33.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +8.1% | +6.2% | +1.8% | +4.8% |
| 30D | +36.0% | +6.5% | +29.6% | +31.9% |
| 3M | +9.6% | -6.2% | +15.8% | +13.0% |
| 6M | +14.7% | +25.6% | -10.9% | +2.2% |
| YTD | -9.9% | +32.1% | -41.9% | -22.1% |
| 1Y | -5.4% | +20.3% | -25.7% | -14.1% |
| All | +9.9% | +43.2% | -33.3% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling