+5.0%
DVN vs DOCS
+32.7%
-27.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | -8.8% | -0.6% | -8.3% | -8.8% |
| 30D | -10.0% | +6.3% | -16.3% | -10.2% |
| 3M | -3.7% | +26.5% | -30.2% | -4.3% |
| 6M | -3.5% | +24.8% | -28.3% | -4.4% |
| YTD | +20.8% | -26.8% | +47.5% | +22.7% |
| 1Y | +31.2% | -38.3% | +69.5% | +34.8% |
| 3Y | +5.0% | +36.0% | -31.1% | +2.1% |
| All | +5.0% | +32.7% | -27.7% | +2.1% |
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