+66.4%
DOCN vs ECL
+55.8%
+10.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -12.9% | -13.8% |
| 7D | -29.3% | +1.7% | -30.9% | -30.1% |
| 30D | -46.0% | +8.9% | -54.9% | -49.4% |
| 3M | -43.2% | +7.4% | -50.6% | -46.7% |
| 6M | -53.7% | +19.3% | -73.1% | -61.1% |
| YTD | +46.9% | +17.4% | +29.5% | +22.6% |
| 1Y | +54.3% | +19.4% | +34.9% | +26.2% |
| 3Y | +185.5% | +80.5% | +105.1% | +49.9% |
| 5Y | -31.1% | +40.2% | -71.3% | -59.0% |
| All | +66.4% | +55.8% | +10.6% | -1.1% |
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