-37.4%
DOCS vs EL
-61.6%
+24.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.0% |
| 7D | -1.3% | -1.1% | -0.3% | -1.0% |
| 30D | +19.4% | +15.3% | +4.1% | +14.1% |
| 3M | +53.4% | +24.2% | +29.2% | +42.4% |
| 6M | +28.8% | +30.9% | -2.1% | +17.3% |
| YTD | -25.1% | +3.9% | -28.9% | -28.3% |
| 1Y | -48.1% | +19.9% | -68.0% | -53.0% |
| 3Y | +51.4% | +2.5% | +48.9% | +32.1% |
| 5Y | -51.1% | -66.7% | +15.6% | -17.4% |
| All | -37.4% | -61.6% | +24.2% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling