-73.2%
DOCS vs XHB
+37.5%
-110.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -3.4% |
| 7D | -1.4% | -1.3% | -0.1% | -0.5% |
| 30D | +21.8% | -6.9% | +28.7% | +28.6% |
| 3M | +27.3% | -1.3% | +28.6% | +27.7% |
| 6M | -0.3% | -6.8% | +6.5% | +2.9% |
| YTD | -40.5% | +0.7% | -41.2% | -43.2% |
| 1Y | -61.5% | -11.2% | -50.3% | -59.4% |
| 3Y | +8.2% | +25.3% | -17.2% | -25.1% |
| All | -73.2% | +37.5% | -110.7% | -84.0% |
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