+41.4%
XLB vs DOCS
+50.6%
-9.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.7% |
| 7D | -0.4% | -1.3% | +1.0% | -0.3% |
| 30D | +5.2% | +19.4% | -14.2% | +4.4% |
| 3M | -0.1% | +53.4% | -53.5% | -2.2% |
| 6M | +2.4% | +28.8% | -26.4% | +0.8% |
| YTD | +16.9% | -25.1% | +41.9% | +18.0% |
| 1Y | +25.0% | -48.1% | +73.2% | +28.7% |
| All | +41.4% | +50.6% | -9.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling