+52.6%
DOCS vs XHB
+36.1%
+16.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +17.4% | +7.8% | +9.6% | +14.0% |
| 3M | +57.4% | -5.5% | +62.8% | +61.1% |
| 6M | +26.5% | -2.6% | +29.1% | +27.5% |
| YTD | -26.6% | +0.4% | -26.9% | -28.1% |
| 1Y | -48.1% | -1.0% | -47.1% | -48.8% |
| 3Y | +52.6% | +37.3% | +15.3% | -12.4% |
| All | +52.6% | +36.1% | +16.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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