+13.1%
DOC vs INVH
+77.5%
-64.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.2% | +3.5% | +2.8% | +3.5% |
| 30D | +6.5% | +4.4% | +2.0% | +3.1% |
| 3M | -6.2% | -8.6% | +2.4% | +0.3% |
| 6M | +25.6% | -1.7% | +27.3% | +27.0% |
| YTD | +32.1% | +2.6% | +29.5% | +28.2% |
| 1Y | +20.3% | +1.5% | +18.8% | +17.4% |
| 3Y | +42.7% | -2.7% | +45.4% | +41.5% |
| 5Y | -22.2% | -19.8% | -2.4% | -11.9% |
| All | +13.1% | +77.5% | -64.3% | -26.3% |
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