+201.8%
ECL vs DOC
+14.9%
+186.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +1.7% | +6.2% | -4.6% | -0.7% |
| 30D | +8.9% | +6.5% | +2.4% | +6.2% |
| 3M | +7.4% | -6.2% | +13.7% | +9.9% |
| 6M | +19.3% | +25.6% | -6.3% | +8.0% |
| YTD | +17.4% | +32.1% | -14.6% | +3.7% |
| 1Y | +19.4% | +20.3% | -0.9% | +9.5% |
| 3Y | +80.5% | +42.7% | +37.7% | +50.7% |
| 5Y | +40.2% | -22.2% | +62.4% | +50.1% |
| All | +201.8% | +14.9% | +186.9% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling