+28.8%
DOCS vs ELV
+17.1%
+11.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.9% |
| 30D | +19.4% | +8.0% | +11.4% | +17.7% |
| 3M | +53.4% | +10.9% | +42.5% | +51.0% |
| 6M | +28.8% | +18.0% | +10.7% | +17.2% |
| All | +28.8% | +17.1% | +11.7% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling