+2,596.0%
ELV vs DOC
+404.9%
+2,191.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.1% |
| 7D | +4.8% | +8.7% | -4.0% | +2.4% |
| 30D | +10.1% | +7.6% | +2.4% | +7.9% |
| 3M | +15.4% | -5.3% | +20.6% | +17.0% |
| 6M | +17.7% | +27.6% | -9.9% | +9.5% |
| YTD | +25.7% | +32.4% | -6.7% | +15.2% |
| 1Y | +39.9% | +22.9% | +17.0% | +30.8% |
| 3Y | +1.5% | +43.1% | -41.6% | -10.4% |
| 5Y | +10.5% | -21.4% | +31.9% | +13.7% |
| 10Y | +317.7% | +16.8% | +300.9% | +273.8% |
| All | +2,596.0% | +404.9% | +2,191.1% | +1,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling