-64.4%
EL vs DOC
-22.8%
-41.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.7% |
| 7D | +2.5% | +8.7% | -6.2% | -1.9% |
| 30D | +20.1% | +7.6% | +12.4% | +15.4% |
| 3M | +29.3% | -5.3% | +34.5% | +32.8% |
| 6M | +38.8% | +27.6% | +11.2% | +20.9% |
| YTD | +8.1% | +32.4% | -24.3% | -8.1% |
| 1Y | +22.3% | +22.9% | -0.5% | +8.1% |
| 3Y | +6.7% | +43.1% | -36.4% | -14.9% |
| 5Y | -64.4% | -21.4% | -43.0% | -60.0% |
| All | -64.4% | -22.8% | -41.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling