+116.4%
DOCN vs EL
+25.6%
+90.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.3% | -13.5% | -6.9% |
| 7D | -20.0% | +2.5% | -22.5% | -19.9% |
| 30D | -38.8% | +20.1% | -58.9% | -38.4% |
| 3M | -34.8% | +29.3% | -64.1% | -34.1% |
| 6M | -22.8% | +38.8% | -61.5% | -22.6% |
| YTD | +74.6% | +8.1% | +66.5% | +74.0% |
| 1Y | +116.4% | +22.3% | +94.1% | +119.5% |
| All | +116.4% | +25.6% | +90.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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