+66.4%
DOCN vs EL
-59.7%
+126.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -11.9% | -14.3% |
| 7D | -29.3% | -1.1% | -28.2% | -29.0% |
| 30D | -46.0% | +15.3% | -61.3% | -49.2% |
| 3M | -43.2% | +24.2% | -67.4% | -49.0% |
| 6M | -53.7% | +30.9% | -84.6% | -60.2% |
| YTD | +46.9% | +3.9% | +43.1% | +35.9% |
| 1Y | +54.3% | +19.9% | +34.5% | +32.3% |
| 3Y | +185.5% | +2.5% | +183.0% | +130.1% |
| 5Y | -31.1% | -66.7% | +35.6% | +30.5% |
| All | +66.4% | -59.7% | +126.1% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling