+164.6%
DOCN vs ELV
+25.1%
+139.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | -9.6% | +4.2% | -13.8% | -10.3% |
| 3M | -37.7% | -0.1% | -37.6% | -37.8% |
| 6M | +115.2% | +41.3% | +74.0% | +101.9% |
| YTD | +133.7% | +17.4% | +116.3% | +124.9% |
| 1Y | +250.2% | +35.1% | +215.1% | +228.5% |
| 3Y | +320.3% | -3.2% | +323.5% | +311.8% |
| 5Y | +53.1% | +15.6% | +37.5% | +49.2% |
| All | +164.6% | +25.1% | +139.5% | +171.2% |
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