+97.7%
DOCN vs ELF
+312.3%
-214.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.1% | -7.5% |
| 7D | -20.0% | -1.5% | -18.5% | -19.8% |
| 30D | -38.8% | +9.5% | -48.3% | -39.8% |
| 3M | -34.8% | +29.4% | -64.2% | -38.4% |
| 6M | -22.8% | +83.7% | -106.5% | -33.0% |
| YTD | +74.6% | +49.4% | +25.2% | +55.8% |
| 1Y | +116.4% | -3.9% | +120.4% | +109.1% |
| 3Y | +239.3% | +18.2% | +221.2% | +137.8% |
| 5Y | -20.2% | +276.1% | -296.4% | -78.9% |
| All | +97.7% | +312.3% | -214.6% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling