+70.5%
DOCN vs ELF
+321.4%
-250.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.4% |
| 7D | -19.2% | +4.0% | -23.1% | -19.7% |
| 30D | -43.1% | +10.6% | -53.6% | -44.1% |
| 3M | -40.7% | +25.8% | -66.5% | -43.6% |
| 6M | -55.0% | +89.1% | -144.0% | -61.0% |
| YTD | +50.6% | +52.7% | -2.1% | +33.9% |
| 1Y | +54.0% | +51.7% | +2.2% | +36.7% |
| 3Y | +203.9% | +14.2% | +189.7% | +118.6% |
| 5Y | -29.4% | +270.7% | -300.1% | -81.4% |
| All | +70.5% | +321.4% | -250.9% | -57.2% |
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