+200.1%
IEFA vs DOC
+4.6%
+195.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -1.7% | +6.2% | -7.9% | -3.3% |
| 30D | -1.8% | +6.5% | -8.2% | -3.5% |
| 3M | -4.5% | -6.2% | +1.7% | -2.9% |
| 6M | +1.8% | +25.6% | -23.8% | -5.3% |
| YTD | +8.5% | +32.1% | -23.5% | -0.7% |
| 1Y | +12.8% | +20.3% | -7.5% | +5.9% |
| 3Y | +62.5% | +42.7% | +19.7% | +43.2% |
| 5Y | +44.8% | -22.2% | +67.0% | +50.1% |
| 10Y | +144.6% | +16.5% | +128.0% | +119.8% |
| All | +200.1% | +4.6% | +195.5% | +169.7% |
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