+103.1%
DOCN vs EL
-58.2%
+161.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.6% |
| 7D | +19.1% | +1.5% | +17.6% | +18.3% |
| 30D | -21.0% | +10.0% | -31.0% | -24.2% |
| 3M | -34.7% | +28.4% | -63.2% | -42.2% |
| 6M | -45.8% | +37.1% | -82.8% | -54.2% |
| YTD | +79.4% | +7.8% | +71.6% | +63.4% |
| 1Y | +91.0% | +26.0% | +65.0% | +60.3% |
| 3Y | +237.5% | +3.8% | +233.6% | +172.7% |
| 5Y | -30.4% | -65.2% | +34.8% | +29.8% |
| All | +103.1% | -58.2% | +161.3% | +280.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling