+196.4%
DOCN vs ELF
+12.5%
+184.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.5% | -15.6% |
| 7D | -29.3% | -2.7% | -26.5% | -29.1% |
| 30D | -46.0% | +6.9% | -52.9% | -46.3% |
| 3M | -43.2% | +27.2% | -70.4% | -44.3% |
| 6M | -53.7% | +84.9% | -138.6% | -56.2% |
| YTD | +46.9% | +44.5% | +2.5% | +41.5% |
| 1Y | +54.3% | -6.8% | +61.1% | +54.3% |
| All | +196.4% | +12.5% | +184.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling