+1,714.7%
EL vs DOC
+840.7%
+874.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.3% |
| 7D | +2.5% | +8.7% | -6.2% | -0.2% |
| 30D | +20.1% | +7.6% | +12.4% | +17.2% |
| 3M | +29.3% | -5.3% | +34.5% | +31.5% |
| 6M | +38.8% | +27.6% | +11.2% | +27.8% |
| YTD | +8.1% | +32.4% | -24.3% | -1.7% |
| 1Y | +22.3% | +22.9% | -0.5% | +13.7% |
| 3Y | +6.7% | +43.1% | -36.4% | -5.7% |
| 5Y | -64.4% | -21.4% | -43.0% | -62.4% |
| 10Y | +61.2% | +16.8% | +44.4% | +45.7% |
| All | +1,714.7% | +840.7% | +874.0% | +999.8% |
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