+328.8%
ELF vs DOC
-1.4%
+330.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.5% |
| 7D | -1.5% | +8.7% | -10.3% | -5.3% |
| 30D | +9.5% | +7.6% | +1.9% | +5.7% |
| 3M | +29.4% | -5.3% | +34.6% | +32.1% |
| 6M | +83.7% | +27.6% | +56.1% | +61.6% |
| YTD | +49.4% | +32.4% | +17.0% | +29.3% |
| 1Y | -3.9% | +22.9% | -26.8% | -13.8% |
| 3Y | +18.2% | +43.1% | -24.9% | -3.5% |
| 5Y | +276.1% | -21.4% | +297.5% | +304.0% |
| 10Y | +332.4% | +16.8% | +315.6% | +268.7% |
| All | +328.8% | -1.4% | +330.2% | +297.5% |
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 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