+84.2%
DOCN vs ELV
+29.0%
+55.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.8% | +8.3% |
| 7D | -12.8% | +1.1% | -13.9% | -13.0% |
| 30D | -41.9% | +1.3% | -43.3% | -42.2% |
| 3M | -36.9% | +6.6% | -43.5% | -37.9% |
| 6M | -52.2% | +11.6% | -63.8% | -53.5% |
| YTD | +62.7% | +21.1% | +41.7% | +55.1% |
| 1Y | +58.2% | +34.2% | +24.0% | +48.0% |
| 3Y | +219.5% | -2.9% | +222.4% | +212.1% |
| 5Y | -32.9% | +4.6% | -37.5% | -35.9% |
| All | +84.2% | +29.0% | +55.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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