+83.8%
DVN vs DOCS
-20.2%
+104.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | -12.8% | 0.0% | -12.8% | -12.8% |
| 30D | -12.1% | +7.8% | -19.9% | -12.6% |
| 3M | -0.7% | +20.0% | -20.7% | -2.0% |
| 6M | -5.8% | +26.5% | -32.3% | -7.8% |
| YTD | +17.9% | -25.8% | +43.7% | +19.3% |
| 1Y | +29.0% | -39.5% | +68.5% | +32.5% |
| 3Y | +6.0% | +60.3% | -54.4% | -1.5% |
| 5Y | +22.1% | -57.0% | +79.2% | +19.6% |
| All | +83.8% | -20.2% | +104.0% | +76.5% |
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