-47.3%
DOCS vs ELV
+42.6%
-90.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +6.1% |
| 7D | +1.2% | +4.8% | -3.5% | +1.0% |
| 30D | +21.3% | +10.1% | +11.3% | +20.9% |
| 3M | +58.4% | +15.4% | +43.0% | +57.9% |
| 6M | +39.3% | +17.7% | +21.6% | +39.0% |
| YTD | -21.7% | +25.7% | -47.4% | -20.0% |
| 1Y | -47.3% | +39.9% | -87.2% | -47.0% |
| All | -47.3% | +42.6% | -90.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling