-50.3%
DOCS vs ELF
+294.4%
-344.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.0% |
| 7D | -1.4% | +5.4% | -6.8% | -1.9% |
| 30D | +21.8% | +27.0% | -5.2% | +19.4% |
| 3M | +27.3% | +113.2% | -85.9% | +19.9% |
| 6M | -0.3% | +36.6% | -36.9% | -3.2% |
| YTD | -40.5% | +44.2% | -84.7% | -42.7% |
| 1Y | -61.5% | -18.0% | -43.6% | -61.4% |
| 3Y | +8.2% | -19.9% | +28.1% | -3.0% |
| 5Y | -73.4% | +257.7% | -331.1% | -89.4% |
| All | -50.3% | +294.4% | -344.6% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling