+14,468.3%
ECL vs DOC
+2,934.4%
+11,533.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.5% |
| 7D | +7.7% | +8.7% | -1.0% | +5.1% |
| 30D | +13.7% | +7.6% | +6.1% | +11.2% |
| 3M | +11.6% | -5.3% | +16.8% | +13.2% |
| 6M | +23.9% | +27.6% | -3.7% | +14.5% |
| YTD | +21.0% | +32.4% | -11.4% | +10.3% |
| 1Y | +23.1% | +22.9% | +0.3% | +14.7% |
| 3Y | +85.9% | +43.1% | +42.8% | +63.4% |
| 5Y | +46.1% | -21.4% | +67.5% | +52.2% |
| 10Y | +217.1% | +16.8% | +200.2% | +186.2% |
| All | +14,468.3% | +2,934.4% | +11,533.9% | +6,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling