+36.4%
ESI vs DOC
-22.8%
+59.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -6.0% |
| 7D | -6.6% | +8.7% | -15.3% | -10.0% |
| 30D | -10.9% | +7.6% | -18.6% | -14.2% |
| 3M | -13.8% | -5.3% | -8.6% | -12.2% |
| 6M | -21.5% | +27.6% | -49.1% | -32.2% |
| YTD | +34.7% | +32.4% | +2.3% | +13.5% |
| 1Y | +24.9% | +22.9% | +2.0% | +9.6% |
| 3Y | +78.7% | +43.1% | +35.6% | +41.3% |
| 5Y | +36.4% | -21.4% | +57.7% | +54.0% |
| All | +36.4% | -22.8% | +59.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling