+54.3%
DOCN vs ELF
-5.1%
+59.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.5% | -16.0% |
| 7D | -29.3% | -2.7% | -26.5% | -29.4% |
| 30D | -46.0% | +6.9% | -52.9% | -45.7% |
| 3M | -43.2% | +27.2% | -70.4% | -42.2% |
| 6M | -53.7% | +84.9% | -138.6% | -51.6% |
| YTD | +46.9% | +44.5% | +2.5% | +53.2% |
| 1Y | +54.3% | -6.8% | +61.1% | +60.9% |
| All | +54.3% | -5.1% | +59.4% | +60.9% |
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