-47.3%
DOCS vs EL
+25.6%
-72.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +5.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.6% |
| 30D | +21.3% | +20.1% | +1.2% | +16.8% |
| 3M | +58.4% | +29.3% | +29.1% | +49.3% |
| 6M | +39.3% | +38.8% | +0.5% | +29.9% |
| YTD | -21.7% | +8.1% | -29.8% | -26.4% |
| 1Y | -47.3% | +22.3% | -69.7% | -53.4% |
| All | -47.3% | +25.6% | -72.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling