-48.1%
DOCS vs EL
+22.5%
-70.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.5% |
| 7D | -0.8% | +0.8% | -1.5% | -1.0% |
| 30D | +17.4% | +16.5% | +0.9% | +13.8% |
| 3M | +57.4% | +29.2% | +28.2% | +48.7% |
| 6M | +26.5% | +27.9% | -1.4% | +18.8% |
| YTD | -26.6% | +6.2% | -32.8% | -30.4% |
| 1Y | -48.1% | +27.2% | -75.2% | -54.9% |
| All | -48.1% | +22.5% | -70.6% | -54.9% |
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