+10.1%
ELV vs DOC
-22.1%
+32.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.4% | +6.2% | -3.9% | +1.1% |
| 30D | +8.0% | +6.5% | +1.5% | +6.6% |
| 3M | +10.9% | -6.2% | +17.1% | +12.2% |
| 6M | +18.0% | +25.6% | -7.6% | +12.3% |
| YTD | +25.0% | +32.1% | -7.0% | +17.2% |
| 1Y | +38.5% | +20.3% | +18.2% | +32.6% |
| 3Y | +1.0% | +42.7% | -41.8% | -8.3% |
| 5Y | +10.1% | -22.2% | +32.3% | +21.7% |
| All | +10.1% | -22.1% | +32.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling