+111.9%
DOCN vs ELF
+311.9%
-200.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.2% | +7.5% | +4.2% |
| 7D | +27.4% | +3.4% | +24.0% | +26.5% |
| 30D | -29.7% | +5.0% | -34.7% | -30.4% |
| 3M | -32.5% | +22.6% | -55.0% | -35.3% |
| 6M | -42.2% | +104.0% | -146.1% | -50.7% |
| YTD | +87.2% | +49.3% | +37.9% | +67.2% |
| 1Y | +86.2% | +46.0% | +40.2% | +66.8% |
| 3Y | +257.4% | +19.4% | +238.0% | +150.2% |
| 5Y | -27.4% | +262.0% | -289.4% | -80.8% |
| All | +111.9% | +311.9% | -200.0% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling