+3.6%
XEL vs DOCS
-37.2%
+40.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +1.3% |
| 7D | +0.7% | -4.2% | +4.9% | +0.7% |
| 30D | +9.3% | +8.6% | +0.7% | +9.5% |
| 3M | +5.3% | +27.2% | -22.0% | +5.8% |
| 6M | +2.2% | +26.5% | -24.3% | +2.5% |
| YTD | +12.3% | -25.0% | +37.3% | +11.4% |
| All | +3.6% | -37.2% | +40.8% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling