-0.3%
DVN vs DOCS
+47.6%
-47.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.5% |
| 7D | -19.1% | -0.8% | -18.3% | -19.1% |
| 30D | -11.8% | +17.4% | -29.2% | -12.3% |
| 3M | -1.5% | +57.4% | -58.8% | -3.2% |
| 6M | -8.2% | +26.5% | -34.7% | -9.2% |
| YTD | +17.4% | -26.6% | +44.0% | +19.4% |
| 1Y | +33.5% | -48.1% | +81.5% | +38.9% |
| 3Y | -0.3% | +52.6% | -52.9% | -6.8% |
| All | -0.3% | +47.6% | -47.9% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling