+6,459.5%
EFX vs DOC
+2,974.4%
+3,485.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.8% |
| 7D | -8.6% | -1.5% | -7.2% | -8.1% |
| 30D | +0.1% | -4.8% | +4.9% | +1.8% |
| 3M | +3.8% | +6.9% | -3.0% | +1.7% |
| 6M | -13.5% | +20.7% | -34.3% | -19.2% |
| YTD | -17.7% | +34.1% | -51.8% | -25.8% |
| 1Y | -25.6% | +22.6% | -48.2% | -30.9% |
| 3Y | -12.1% | +20.8% | -32.9% | -18.5% |
| 5Y | -33.8% | -24.9% | -8.9% | -28.8% |
| 10Y | +45.1% | -1.8% | +47.0% | +36.6% |
| All | +6,459.5% | +2,974.4% | +3,485.1% | +2,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling