-30.4%
DOCN vs ELV
+8.7%
-39.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +1.1% |
| 7D | -12.1% | +3.8% | -16.0% | -12.7% |
| 30D | -41.0% | +4.1% | -45.1% | -41.6% |
| 3M | -38.7% | +8.5% | -47.2% | -39.9% |
| 6M | -51.5% | +14.6% | -66.1% | -53.0% |
| YTD | +65.3% | +24.4% | +40.9% | +56.2% |
| 1Y | +53.9% | +44.2% | +9.7% | +41.2% |
| 3Y | +215.6% | -1.4% | +217.0% | +206.9% |
| All | -30.4% | +8.7% | -39.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling