-11.1%
EFX vs DOC
+20.8%
-31.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.5% |
| 7D | -8.6% | -1.5% | -7.2% | -7.9% |
| 30D | +0.1% | -4.8% | +4.9% | +2.5% |
| 3M | +3.8% | +6.9% | -3.0% | +0.8% |
| 6M | -13.5% | +20.7% | -34.3% | -21.3% |
| YTD | -17.7% | +34.1% | -51.8% | -29.3% |
| 1Y | -25.6% | +22.6% | -48.2% | -33.1% |
| All | -11.1% | +20.8% | -31.8% | -20.6% |
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