-54.4%
DOCS vs ELV
+12.1%
-66.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | -8.1% | -2.2% | -5.9% | -8.0% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | +18.3% | -6.1% | +24.4% | +18.3% |
| 6M | -5.1% | +42.8% | -47.9% | -5.6% |
| YTD | -45.4% | +14.4% | -59.8% | -45.3% |
| 1Y | -65.2% | +28.6% | -93.8% | -65.2% |
| 3Y | +6.6% | -7.4% | +14.0% | +7.1% |
| 5Y | -76.1% | +14.5% | -90.6% | -72.7% |
| All | -54.4% | +12.1% | -66.5% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling