-50.3%
DOCS vs INVH
-10.3%
-40.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | -2.9% | +1.5% | +0.2% |
| 30D | +21.8% | -6.9% | +28.7% | +26.8% |
| 3M | +27.3% | -2.7% | +30.0% | +29.2% |
| 6M | -0.3% | +8.2% | -8.5% | -5.2% |
| YTD | -40.5% | +4.5% | -45.0% | -42.5% |
| 1Y | -61.5% | -2.3% | -59.2% | -61.4% |
| 3Y | +8.2% | -7.3% | +15.4% | +9.1% |
| 5Y | -73.4% | -20.5% | -52.9% | -71.7% |
| All | -50.3% | -10.3% | -40.0% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling