+304.2%
ESI vs DOC
+15.7%
+288.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -8.5% | +6.5% | -15.0% | -10.9% |
| 30D | -15.7% | +9.2% | -24.8% | -19.0% |
| 3M | -18.2% | -2.5% | -15.7% | -17.9% |
| 6M | -28.8% | +7.1% | -35.9% | -31.7% |
| YTD | +26.3% | +33.0% | -6.7% | +9.1% |
| 1Y | +18.2% | +23.3% | -5.0% | +5.6% |
| 3Y | +68.1% | +44.9% | +23.2% | +38.8% |
| 5Y | +28.8% | -21.6% | +50.4% | +35.8% |
| All | +304.2% | +15.7% | +288.5% | +276.5% |
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