+51.9%
EL vs DOC
+14.9%
+37.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -1.1% | +6.2% | -7.3% | -3.6% |
| 30D | +15.3% | +6.5% | +8.8% | +12.2% |
| 3M | +24.2% | -6.2% | +30.4% | +27.5% |
| 6M | +30.9% | +25.6% | +5.3% | +18.0% |
| YTD | +3.9% | +32.1% | -28.2% | -8.5% |
| 1Y | +19.9% | +20.3% | -0.4% | +9.7% |
| 3Y | +2.5% | +42.7% | -40.2% | -13.2% |
| 5Y | -66.7% | -22.2% | -44.6% | -64.7% |
| All | +51.9% | +14.9% | +37.0% | +40.3% |
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