+29.5%
XLB vs DOCS
-47.4%
+77.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.9% | +2.4% |
| 7D | +3.9% | +1.2% | +2.7% | +3.9% |
| 30D | +8.9% | +21.3% | -12.4% | +8.6% |
| 3M | +4.1% | +58.4% | -54.3% | +3.4% |
| 6M | +7.3% | +39.3% | -32.0% | +6.6% |
| YTD | +20.4% | -21.7% | +42.1% | +20.8% |
| 1Y | +29.5% | -47.3% | +76.9% | +33.7% |
| All | +29.5% | -47.4% | +77.0% | +33.7% |
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