+2.7%
ECL vs DOC
+23.9%
-21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -2.6% | -1.5% | -1.1% | -2.2% |
| 30D | -2.2% | -4.8% | +2.6% | -0.9% |
| 3M | +10.1% | +6.9% | +3.2% | +8.2% |
| 6M | -5.7% | +20.7% | -26.5% | -9.8% |
| YTD | +7.0% | +34.1% | -27.2% | -3.0% |
| 1Y | +2.7% | +22.6% | -20.0% | -0.6% |
| All | +2.7% | +23.9% | -21.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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