+164.6%
DOCN vs ELF
+297.9%
-133.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +1.1% | +5.4% | -4.2% | +0.1% |
| 30D | -9.6% | +27.0% | -36.6% | -14.1% |
| 3M | -37.7% | +113.2% | -150.9% | -47.1% |
| 6M | +115.2% | +36.6% | +78.6% | +98.7% |
| YTD | +133.7% | +44.2% | +89.5% | +110.5% |
| 1Y | +250.2% | -18.0% | +268.1% | +252.6% |
| 3Y | +320.3% | -19.9% | +340.2% | +252.2% |
| 5Y | +53.1% | +257.7% | -204.6% | -60.1% |
| All | +164.6% | +297.9% | -133.3% | -32.7% |
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