+44.7%
XEL vs DOCS
-19.3%
+64.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +1.2% |
| 7D | +0.7% | -4.2% | +4.9% | +0.8% |
| 30D | +9.3% | +8.6% | +0.7% | +9.3% |
| 3M | +5.3% | +27.2% | -22.0% | +5.0% |
| 6M | +2.2% | +26.5% | -24.3% | +1.9% |
| YTD | +12.3% | -25.0% | +37.3% | +12.7% |
| 1Y | +3.0% | -37.0% | +40.0% | +3.6% |
| 3Y | +51.6% | +39.4% | +12.2% | +50.2% |
| 5Y | +50.0% | -56.7% | +106.7% | +47.9% |
| All | +44.7% | -19.3% | +64.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling