+43.0%
XLB vs DOCS
-20.2%
+63.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.1% | +7.8% | -0.7% | +6.5% |
| 3M | +0.6% | +20.0% | -19.4% | -0.8% |
| 6M | +3.5% | +26.5% | -23.0% | +0.9% |
| YTD | +18.2% | -25.8% | +44.0% | +19.6% |
| 1Y | +25.6% | -39.5% | +65.1% | +29.0% |
| 3Y | +46.7% | +60.3% | -13.7% | +34.6% |
| 5Y | +30.9% | -57.0% | +87.9% | +26.4% |
| All | +43.0% | -20.2% | +63.2% | +36.0% |
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