+41.1%
XLB vs DOCS
-19.0%
+60.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.5% | +2.6% | -2.0% | +0.4% |
| 30D | +5.2% | +11.4% | -6.3% | +4.3% |
| 3M | +0.3% | +25.4% | -25.1% | -1.4% |
| 6M | +1.2% | +42.5% | -41.4% | -2.1% |
| YTD | +16.6% | -24.7% | +41.4% | +17.9% |
| 1Y | +21.4% | -32.9% | +54.4% | +23.8% |
| 3Y | +43.2% | +39.6% | +3.6% | +33.4% |
| 5Y | +28.0% | -54.6% | +82.7% | +23.4% |
| All | +41.1% | -19.0% | +60.1% | +34.1% |
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