-52.9%
DOCS vs ELV
+5.9%
-58.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +11.4% | +0.4% | +11.1% | +11.4% |
| 3M | +25.4% | +8.4% | +17.0% | +24.8% |
| 6M | +42.5% | +8.4% | +34.1% | +41.7% |
| YTD | -24.7% | +24.4% | -49.1% | -25.4% |
| 1Y | -32.9% | +33.5% | -66.4% | -33.9% |
| 3Y | +39.6% | -2.1% | +41.7% | +39.7% |
| All | -52.9% | +5.9% | -58.8% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling