-38.7%
DOCS vs INVH
-13.4%
-25.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.8% |
| 30D | +17.4% | +4.8% | +12.6% | +14.5% |
| 3M | +57.4% | -9.8% | +67.1% | +66.6% |
| 6M | +26.5% | -3.7% | +30.2% | +29.0% |
| YTD | -26.6% | +0.8% | -27.4% | -27.7% |
| 1Y | -48.1% | +1.9% | -49.9% | -49.2% |
| 3Y | +52.6% | -4.3% | +56.9% | +49.9% |
| 5Y | -52.1% | -21.1% | -31.0% | -46.1% |
| All | -38.7% | -13.4% | -25.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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