+91.0%
DOCN vs EL
+23.3%
+67.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.2% |
| 7D | +19.1% | +1.5% | +17.6% | +19.1% |
| 30D | -21.0% | +10.0% | -31.0% | -20.8% |
| 3M | -34.7% | +28.4% | -63.2% | -34.3% |
| 6M | -45.8% | +37.1% | -82.8% | -46.0% |
| YTD | +79.4% | +7.8% | +71.6% | +74.9% |
| 1Y | +91.0% | +26.0% | +65.0% | +76.2% |
| All | +91.0% | +23.3% | +67.7% | +76.2% |
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