+35.1%
ELV vs DOC
+23.9%
+11.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.6% |
| 7D | +3.3% | -1.5% | +4.8% | +3.5% |
| 30D | +4.2% | -4.8% | +8.9% | +4.7% |
| 3M | -0.1% | +6.9% | -7.0% | -0.6% |
| 6M | +41.3% | +20.7% | +20.5% | +39.2% |
| YTD | +17.4% | +34.1% | -16.7% | +11.5% |
| 1Y | +35.1% | +22.6% | +12.4% | +30.1% |
| All | +35.1% | +23.9% | +11.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling