-51.1%
DOCS vs ECL
+41.4%
-92.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.4% |
| 7D | -1.3% | +1.7% | -3.0% | -2.3% |
| 30D | +19.4% | +8.9% | +10.5% | +13.2% |
| 3M | +53.4% | +7.4% | +46.0% | +46.6% |
| 6M | +28.8% | +19.3% | +9.4% | +14.7% |
| YTD | -25.1% | +17.4% | -42.5% | -33.7% |
| 1Y | -48.1% | +19.4% | -67.5% | -54.7% |
| 3Y | +51.4% | +80.5% | -29.1% | -8.4% |
| 5Y | -51.1% | +40.2% | -91.3% | -68.5% |
| All | -51.1% | +41.4% | -92.5% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling