+14.9%
DOC vs INVH
+80.8%
-65.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -1.5% | -2.9% | +1.4% | +0.7% |
| 30D | -4.8% | -6.9% | +2.2% | +0.5% |
| 3M | +6.9% | -2.7% | +9.6% | +9.0% |
| 6M | +20.7% | +8.2% | +12.5% | +13.2% |
| YTD | +34.1% | +4.5% | +29.7% | +28.5% |
| 1Y | +22.6% | -2.3% | +25.0% | +23.3% |
| 3Y | +20.8% | -7.3% | +28.1% | +24.5% |
| 5Y | -24.9% | -20.5% | -4.4% | -14.2% |
| All | +14.9% | +80.8% | -65.9% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling