+164.6%
DOCN vs ED
+78.8%
+85.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -9.6% | -0.1% | -9.5% | -9.5% |
| 3M | -37.7% | +3.9% | -41.6% | -36.7% |
| 6M | +115.2% | -3.0% | +118.2% | +115.6% |
| YTD | +133.7% | +10.7% | +123.0% | +140.8% |
| 1Y | +250.2% | +13.3% | +236.8% | +262.9% |
| 3Y | +320.3% | +34.5% | +285.8% | +325.5% |
| 5Y | +53.1% | +67.1% | -14.0% | +95.8% |
| All | +164.6% | +78.8% | +85.8% | +247.7% |
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 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