-50.3%
DOCS vs ELV
+15.1%
-65.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | -1.4% | +3.3% | -4.7% | -1.5% |
| 30D | +21.8% | +4.2% | +17.7% | +21.7% |
| 3M | +27.3% | -0.1% | +27.4% | +27.2% |
| 6M | -0.3% | +41.3% | -41.6% | -0.9% |
| YTD | -40.5% | +17.4% | -57.9% | -40.4% |
| 1Y | -61.5% | +35.1% | -96.6% | -61.6% |
| 3Y | +8.2% | -3.2% | +11.4% | +8.7% |
| 5Y | -73.4% | +15.6% | -89.0% | -70.2% |
| All | -50.3% | +15.1% | -65.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling