-51.1%
DOCS vs XHB
+35.8%
-86.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -1.9% |
| 7D | -1.3% | +2.5% | -3.9% | -3.1% |
| 30D | +19.4% | +6.7% | +12.7% | +13.9% |
| 3M | +53.4% | -5.8% | +59.2% | +60.2% |
| 6M | +28.8% | +1.7% | +27.0% | +25.3% |
| YTD | -25.1% | +1.9% | -27.0% | -29.2% |
| 1Y | -48.1% | +0.9% | -49.0% | -50.7% |
| 3Y | +51.4% | +37.6% | +13.8% | -5.1% |
| 5Y | -51.1% | +35.7% | -86.8% | -70.6% |
| All | -51.1% | +35.8% | -86.9% | -70.6% |
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