+313.8%
ELF vs DOC
-0.1%
+313.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.9% |
| 7D | +5.4% | -1.5% | +6.8% | +6.0% |
| 30D | +27.0% | -4.8% | +31.7% | +29.8% |
| 3M | +113.2% | +6.9% | +106.3% | +106.4% |
| 6M | +36.6% | +20.7% | +15.8% | +23.7% |
| YTD | +44.2% | +34.1% | +10.1% | +24.4% |
| 1Y | -18.0% | +22.6% | -40.6% | -26.3% |
| 3Y | -19.9% | +20.8% | -40.8% | -29.1% |
| 5Y | +257.7% | -24.9% | +282.6% | +294.0% |
| All | +313.8% | -0.1% | +313.9% | +282.5% |
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