+31.6%
XLB vs DOCS
-54.0%
+85.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.6% |
| 7D | -0.4% | -1.3% | +1.0% | -0.3% |
| 30D | +5.2% | +19.4% | -14.2% | +3.7% |
| 3M | -0.1% | +53.4% | -53.5% | -3.9% |
| 6M | +2.4% | +28.8% | -26.4% | -0.5% |
| YTD | +16.9% | -25.1% | +41.9% | +18.5% |
| 1Y | +25.0% | -48.1% | +73.2% | +30.8% |
| 3Y | +40.7% | +51.4% | -10.7% | +27.3% |
| 5Y | +31.6% | -51.1% | +82.7% | +25.6% |
| All | +31.6% | -54.0% | +85.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling