+54.3%
DOCN vs ED
+28.0%
+26.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.9% | -16.8% | -14.3% |
| 7D | -29.3% | +5.2% | -34.4% | -22.9% |
| 30D | -46.0% | +15.5% | -61.6% | -31.8% |
| 3M | -43.2% | +13.0% | -56.2% | -30.2% |
| 6M | -53.7% | +13.1% | -66.8% | -41.8% |
| YTD | +46.9% | +25.3% | +21.6% | +110.0% |
| 1Y | +54.3% | +30.5% | +23.8% | +127.7% |
| All | +54.3% | +28.0% | +26.3% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling