+66.4%
DOCN vs ELF
+298.6%
-232.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.5% | -15.2% |
| 7D | -29.3% | -2.7% | -26.5% | -28.8% |
| 30D | -46.0% | +6.9% | -52.9% | -46.7% |
| 3M | -43.2% | +27.2% | -70.4% | -46.1% |
| 6M | -53.7% | +84.9% | -138.6% | -59.8% |
| YTD | +46.9% | +44.5% | +2.5% | +32.1% |
| 1Y | +54.3% | -6.8% | +61.1% | +50.1% |
| 3Y | +185.5% | +14.2% | +171.3% | +101.6% |
| 5Y | -31.1% | +250.6% | -281.7% | -81.7% |
| All | +66.4% | +298.6% | -232.2% | -57.8% |
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