+75.7%
ESI vs DOC
-24.5%
+100.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.8% | +3.8% |
| 7D | +3.3% | -1.5% | +4.8% | +4.0% |
| 30D | -5.9% | -4.8% | -1.1% | -3.9% |
| 3M | -14.1% | +6.9% | -21.0% | -17.5% |
| 6M | +6.6% | +20.7% | -14.2% | -4.4% |
| YTD | +45.0% | +34.1% | +10.9% | +22.4% |
| 1Y | +41.5% | +22.6% | +18.8% | +25.1% |
| 3Y | +78.8% | +20.8% | +57.9% | +57.3% |
| All | +75.7% | -24.5% | +100.3% | +92.6% |
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 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