-51.1%
DOCS vs ELV
+9.4%
-60.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +19.4% | +8.0% | +11.4% | +18.8% |
| 3M | +53.4% | +10.9% | +42.5% | +52.4% |
| 6M | +28.8% | +18.0% | +10.7% | +27.4% |
| YTD | -25.1% | +25.0% | -50.1% | -25.9% |
| 1Y | -48.1% | +38.5% | -86.7% | -49.1% |
| 3Y | +51.4% | +1.0% | +50.4% | +51.2% |
| 5Y | -51.1% | +10.1% | -61.2% | -56.5% |
| All | -51.1% | +9.4% | -60.5% | -56.5% |
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