-37.3%
DOCS vs ELV
+21.8%
-59.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | +8.6% | +1.8% | +6.9% | +8.6% |
| 3M | +27.2% | +10.5% | +16.7% | +26.9% |
| 6M | +26.5% | +13.5% | +13.1% | +26.1% |
| YTD | -25.0% | +24.3% | -49.3% | -25.0% |
| 1Y | -37.0% | +38.9% | -75.9% | -37.2% |
| 3Y | +39.4% | -1.5% | +40.9% | +39.6% |
| 5Y | -56.7% | +7.3% | -64.0% | -56.0% |
| All | -37.3% | +21.8% | -59.2% | -28.8% |
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