-37.4%
DOCS vs ECL
+54.7%
-92.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.5% |
| 7D | -1.3% | +1.7% | -3.0% | -2.2% |
| 30D | +19.4% | +8.9% | +10.5% | +13.4% |
| 3M | +53.4% | +7.4% | +46.0% | +46.8% |
| 6M | +28.8% | +19.3% | +9.4% | +15.0% |
| YTD | -25.1% | +17.4% | -42.5% | -33.5% |
| 1Y | -48.1% | +19.4% | -67.5% | -54.5% |
| 3Y | +51.4% | +80.5% | -29.1% | -6.7% |
| 5Y | -51.1% | +40.2% | -91.3% | -67.7% |
| All | -37.4% | +54.7% | -92.1% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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