+70.5%
DOCN vs ED
+97.6%
-27.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +1.6% |
| 7D | -19.2% | +1.6% | -20.8% | -18.5% |
| 30D | -43.1% | +13.3% | -56.4% | -40.0% |
| 3M | -40.7% | +9.7% | -50.4% | -38.1% |
| 6M | -55.0% | +12.8% | -67.8% | -52.5% |
| YTD | +50.6% | +22.3% | +28.3% | +62.0% |
| 1Y | +54.0% | +26.3% | +27.7% | +66.6% |
| 3Y | +203.9% | +45.0% | +158.9% | +221.5% |
| 5Y | -29.4% | +80.2% | -109.6% | -7.5% |
| All | +70.5% | +97.6% | -27.0% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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