-38.7%
DOCS vs ELF
+317.6%
-356.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.6% |
| 7D | -0.8% | +4.0% | -4.7% | -1.1% |
| 30D | +17.4% | +10.6% | +6.8% | +16.4% |
| 3M | +57.4% | +25.8% | +31.5% | +54.3% |
| 6M | +26.5% | +89.1% | -62.5% | +20.0% |
| YTD | -26.6% | +52.7% | -79.3% | -29.7% |
| 1Y | -48.1% | +51.7% | -99.8% | -50.3% |
| 3Y | +52.6% | +14.2% | +38.4% | +23.5% |
| 5Y | -52.1% | +270.7% | -322.8% | -81.3% |
| All | -38.7% | +317.6% | -356.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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