+116.4%
DOCN vs ELF
-3.2%
+119.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.1% | -7.0% |
| 7D | -20.0% | -1.5% | -18.5% | -20.1% |
| 30D | -38.8% | +9.5% | -48.3% | -38.3% |
| 3M | -34.8% | +29.4% | -64.2% | -33.6% |
| 6M | -22.8% | +83.7% | -106.5% | -19.1% |
| YTD | +74.6% | +49.4% | +25.2% | +82.8% |
| 1Y | +116.4% | -3.9% | +120.4% | +127.4% |
| All | +116.4% | -3.2% | +119.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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