+62.7%
IEFA vs DOCN
+91.6%
-28.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +1.1% | -12.1% | +13.2% | +2.2% |
| 30D | +0.7% | -41.0% | +41.7% | +5.2% |
| 3M | -3.4% | -38.7% | +35.4% | +0.1% |
| 6M | +1.5% | -51.5% | +53.0% | +6.8% |
| YTD | +10.4% | +65.3% | -54.9% | +0.7% |
| 1Y | +13.4% | +53.9% | -40.5% | +4.1% |
| 3Y | +66.7% | +215.6% | -148.9% | +37.1% |
| 5Y | +49.5% | -26.2% | +75.6% | +30.6% |
| All | +62.7% | +91.6% | -28.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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