+60.1%
DOCN vs ECL
+31.2%
+28.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -2.6% | +3.7% | +3.3% |
| 30D | -9.6% | -2.2% | -7.5% | -8.6% |
| 3M | -37.7% | +10.1% | -47.8% | -44.3% |
| 6M | +115.2% | -5.7% | +120.9% | +118.3% |
| YTD | +133.7% | +7.0% | +126.8% | +108.4% |
| 1Y | +250.2% | +2.7% | +247.5% | +221.1% |
| 3Y | +320.3% | +57.7% | +262.6% | +136.7% |
| All | +60.1% | +31.2% | +28.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling