+111.8%
DVN vs DOCS
-73.4%
+185.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.3% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | +14.2% | +21.8% | -7.6% | +12.4% |
| 3M | +5.2% | +27.3% | -22.1% | +3.2% |
| 6M | +11.9% | -0.3% | +12.2% | +11.1% |
| YTD | +32.8% | -40.5% | +73.3% | +36.4% |
| 1Y | +38.6% | -61.5% | +100.1% | +47.0% |
| 3Y | +0.5% | +8.2% | -7.6% | -3.9% |
| All | +111.8% | -73.4% | +185.2% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling