-22.2%
DOC vs INVH
-20.0%
-2.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.2% | +3.5% | +2.8% | +3.9% |
| 30D | +6.5% | +4.4% | +2.0% | +3.6% |
| 3M | -6.2% | -8.6% | +2.4% | -0.7% |
| 6M | +25.6% | -1.7% | +27.3% | +26.9% |
| YTD | +32.1% | +2.6% | +29.5% | +29.0% |
| 1Y | +20.3% | +1.5% | +18.8% | +18.1% |
| 3Y | +42.7% | -2.7% | +45.4% | +42.1% |
| 5Y | -22.2% | -19.8% | -2.4% | -14.4% |
| All | -22.2% | -20.0% | -2.2% | -14.4% |
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