-0.1%
ELV vs DOC
+43.2%
-43.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.4% | +6.2% | -3.9% | +1.4% |
| 30D | +8.0% | +6.5% | +1.5% | +6.9% |
| 3M | +10.9% | -6.2% | +17.1% | +11.8% |
| 6M | +18.0% | +25.6% | -7.6% | +13.9% |
| YTD | +25.0% | +32.1% | -7.0% | +19.0% |
| 1Y | +38.5% | +20.3% | +18.2% | +34.1% |
| All | -0.1% | +43.2% | -43.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling