+40.4%
XLB vs DOCS
+47.6%
-7.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +6.1% | +17.4% | -11.3% | +5.3% |
| 3M | 0.0% | +57.4% | -57.3% | -2.1% |
| 6M | 0.0% | +26.5% | -26.6% | -1.5% |
| YTD | +16.0% | -26.6% | +42.6% | +17.3% |
| 1Y | +24.7% | -48.1% | +72.8% | +28.3% |
| 3Y | +40.4% | +52.6% | -12.3% | +33.7% |
| All | +40.4% | +47.6% | -7.2% | +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 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