-21.1%
DOC vs INVH
-21.1%
+0.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.8% |
| 7D | +6.5% | +2.0% | +4.4% | +5.1% |
| 30D | +9.2% | +4.8% | +4.4% | +6.0% |
| 3M | -2.5% | -9.8% | +7.3% | +4.1% |
| 6M | +7.1% | -3.7% | +10.7% | +9.5% |
| YTD | +33.0% | +0.8% | +32.2% | +31.3% |
| 1Y | +23.3% | +1.9% | +21.4% | +20.7% |
| 3Y | +44.9% | -4.3% | +49.2% | +45.9% |
| All | -21.1% | -21.1% | +0.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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