+66.4%
DOCN vs ED
+102.4%
-36.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.9% | -16.8% | -15.5% |
| 7D | -29.3% | +5.2% | -34.4% | -27.7% |
| 30D | -46.0% | +15.5% | -61.6% | -42.7% |
| 3M | -43.2% | +13.0% | -56.2% | -40.1% |
| 6M | -53.7% | +13.1% | -66.8% | -50.9% |
| YTD | +46.9% | +25.3% | +21.6% | +59.5% |
| 1Y | +54.3% | +30.5% | +23.8% | +68.9% |
| 3Y | +185.5% | +49.3% | +136.2% | +204.8% |
| 5Y | -31.1% | +84.6% | -115.7% | -8.9% |
| All | +66.4% | +102.4% | -36.0% | +130.4% |
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