+70.5%
DOCN vs ECL
+53.2%
+17.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.7% |
| 7D | -19.2% | -0.8% | -18.4% | -18.7% |
| 30D | -43.1% | +8.1% | -51.2% | -46.4% |
| 3M | -40.7% | +6.4% | -47.1% | -44.0% |
| 6M | -55.0% | +14.8% | -69.7% | -61.0% |
| YTD | +50.6% | +15.5% | +35.2% | +27.1% |
| 1Y | +54.0% | +20.1% | +33.8% | +24.7% |
| 3Y | +203.9% | +77.8% | +126.1% | +61.0% |
| 5Y | -29.4% | +37.9% | -67.2% | -57.5% |
| All | +70.5% | +53.2% | +17.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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