+203.9%
DOCN vs EL
+3.8%
+200.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.1% |
| 7D | -19.2% | +0.8% | -19.9% | -19.3% |
| 30D | -43.1% | +16.5% | -59.6% | -44.9% |
| 3M | -40.7% | +29.2% | -69.9% | -44.4% |
| 6M | -55.0% | +27.9% | -82.9% | -58.1% |
| YTD | +50.6% | +6.2% | +44.4% | +44.7% |
| 1Y | +54.0% | +27.2% | +26.8% | +39.5% |
| 3Y | +203.9% | +3.2% | +200.7% | +145.7% |
| All | +203.9% | +3.8% | +200.1% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling