-66.8%
EL vs DOC
-24.5%
-42.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.9% |
| 7D | +0.8% | -1.5% | +2.3% | +1.5% |
| 30D | +19.8% | -4.8% | +24.6% | +22.9% |
| 3M | +25.7% | +6.9% | +18.8% | +21.3% |
| 6M | +5.4% | +20.7% | -15.3% | -5.1% |
| YTD | +0.2% | +34.1% | -33.9% | -15.0% |
| 1Y | +20.4% | +22.6% | -2.2% | +6.8% |
| 3Y | -32.1% | +20.8% | -53.0% | -40.4% |
| All | -66.8% | -24.5% | -42.2% | -63.8% |
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