-38.7%
DOCS vs ELV
+20.7%
-59.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | +17.4% | +5.3% | +12.1% | +17.2% |
| 3M | +57.4% | +9.2% | +48.1% | +57.0% |
| 6M | +26.5% | +14.5% | +12.0% | +26.2% |
| YTD | -26.6% | +23.2% | -49.8% | -26.6% |
| 1Y | -48.1% | +38.0% | -86.1% | -48.2% |
| 3Y | +52.6% | -1.5% | +54.2% | +52.9% |
| 5Y | -52.1% | +8.5% | -60.6% | -50.9% |
| All | -38.7% | +20.7% | -59.4% | -30.3% |
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