+60.1%
DOCN vs EL
-67.1%
+127.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.6% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -9.6% | +19.8% | -29.5% | -17.4% |
| 3M | -37.7% | +25.7% | -63.4% | -44.7% |
| 6M | +115.2% | +5.4% | +109.8% | +103.2% |
| YTD | +133.7% | +0.2% | +133.5% | +120.4% |
| 1Y | +250.2% | +20.4% | +229.7% | +196.1% |
| 3Y | +320.3% | -32.1% | +352.4% | +358.5% |
| All | +60.1% | -67.1% | +127.2% | +262.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling