+101.9%
DVN vs DOCS
-19.0%
+120.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | +10.4% | +2.6% | +7.8% | +10.2% |
| 30D | -6.7% | +11.4% | -18.1% | -7.3% |
| 3M | +5.6% | +25.4% | -19.8% | +4.0% |
| 6M | +0.7% | +42.5% | -41.9% | -2.3% |
| YTD | +29.6% | -24.7% | +54.3% | +31.0% |
| 1Y | +36.3% | -32.9% | +69.3% | +39.0% |
| 3Y | +13.2% | +39.6% | -26.5% | +6.6% |
| 5Y | +38.6% | -54.6% | +93.2% | +35.4% |
| All | +101.9% | -19.0% | +120.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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