+1,582.2%
EL vs DOC
+853.1%
+729.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.6% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | +19.8% | -4.8% | +24.6% | +21.8% |
| 3M | +25.7% | +6.9% | +18.8% | +23.0% |
| 6M | +5.4% | +20.7% | -15.3% | -1.1% |
| YTD | +0.2% | +34.1% | -33.9% | -9.2% |
| 1Y | +20.4% | +22.6% | -2.2% | +12.1% |
| 3Y | -32.1% | +20.8% | -53.0% | -36.8% |
| 5Y | -67.2% | -24.9% | -42.3% | -64.9% |
| 10Y | +31.7% | -1.8% | +33.6% | +24.9% |
| All | +1,582.2% | +853.1% | +729.2% | +915.8% |
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 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