+67.6%
IEFA vs DOCS
+34.5%
+33.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +3.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +1.2% | +7.8% | -6.6% | +0.9% |
| 3M | -3.4% | +20.0% | -23.3% | -4.1% |
| 6M | +2.0% | +26.5% | -24.5% | +0.8% |
| YTD | +11.0% | -25.8% | +36.7% | +12.2% |
| 1Y | +15.2% | -39.5% | +54.7% | +17.7% |
| All | +67.6% | +34.5% | +33.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling