-0.6%
DVN vs DOCS
+9.5%
-10.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +14.2% | +21.8% | -7.6% | +13.0% |
| 3M | +5.2% | +27.3% | -22.1% | +3.8% |
| 6M | +11.9% | -0.3% | +12.2% | +11.5% |
| YTD | +32.8% | -40.5% | +73.3% | +36.2% |
| 1Y | +38.6% | -61.5% | +100.1% | +46.8% |
| All | -0.6% | +9.5% | -10.0% | -5.0% |
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