-38.7%
DOCS vs ECL
+52.1%
-90.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.2% |
| 30D | +17.4% | +8.1% | +9.3% | +12.0% |
| 3M | +57.4% | +6.4% | +51.0% | +51.5% |
| 6M | +26.5% | +14.8% | +11.8% | +15.9% |
| YTD | -26.6% | +15.5% | -42.0% | -34.1% |
| 1Y | -48.1% | +20.1% | -68.2% | -54.6% |
| 3Y | +52.6% | +77.8% | -25.1% | -5.1% |
| 5Y | -52.1% | +37.9% | -90.0% | -68.0% |
| All | -38.7% | +52.1% | -90.8% | -57.8% |
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