+97.7%
DOCN vs ED
+100.5%
-2.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.1% | -6.0% |
| 7D | -20.0% | +5.4% | -25.4% | -18.3% |
| 30D | -38.8% | +16.4% | -55.1% | -34.9% |
| 3M | -34.8% | +11.9% | -46.7% | -31.6% |
| 6M | -22.8% | +11.6% | -34.3% | -18.5% |
| YTD | +74.6% | +24.1% | +50.5% | +88.7% |
| 1Y | +116.4% | +26.9% | +89.6% | +135.1% |
| 3Y | +239.3% | +47.9% | +191.4% | +260.6% |
| 5Y | -20.2% | +87.5% | -107.7% | +7.3% |
| All | +97.7% | +100.5% | -2.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling