-54.2%
DOCS vs XHB
+33.2%
-87.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.6% |
| 30D | +17.4% | +7.8% | +9.6% | +11.2% |
| 3M | +57.4% | -5.5% | +62.8% | +63.9% |
| 6M | +26.5% | -2.6% | +29.1% | +27.2% |
| YTD | -26.6% | +0.4% | -26.9% | -29.8% |
| 1Y | -48.1% | -1.0% | -47.1% | -49.9% |
| 3Y | +52.6% | +37.3% | +15.3% | -4.7% |
| All | -54.2% | +33.2% | -87.5% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling