+66.4%
DOCN vs ELV
+33.2%
+33.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -15.8% |
| 7D | -29.3% | +2.4% | -31.6% | -29.5% |
| 30D | -46.0% | +8.0% | -54.0% | -46.8% |
| 3M | -43.2% | +10.9% | -54.1% | -44.4% |
| 6M | -53.7% | +18.0% | -71.8% | -55.3% |
| YTD | +46.9% | +25.0% | +21.9% | +39.5% |
| 1Y | +54.3% | +38.5% | +15.8% | +43.8% |
| 3Y | +185.5% | +1.0% | +184.6% | +177.3% |
| 5Y | -31.1% | +10.1% | -41.2% | -34.4% |
| All | +66.4% | +33.2% | +33.2% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling