+8.9%
DOCS vs EL
-31.7%
+40.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.7% | -3.3% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +21.8% | +19.8% | +2.0% | +17.9% |
| 3M | +27.3% | +25.7% | +1.6% | +22.2% |
| 6M | -0.3% | +5.4% | -5.8% | -2.4% |
| YTD | -40.5% | +0.2% | -40.7% | -41.6% |
| 1Y | -61.5% | +20.4% | -82.0% | -63.4% |
| All | +8.9% | -31.7% | +40.6% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling