+41.0%
XLB vs DOCS
-36.0%
+77.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.2% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | -0.4% | +21.8% | -22.2% | -2.1% |
| 3M | +2.0% | +27.3% | -25.3% | -0.2% |
| 6M | +1.8% | -0.3% | +2.2% | +1.0% |
| YTD | +16.6% | -40.5% | +57.1% | +19.9% |
| 1Y | +16.9% | -61.5% | +78.5% | +24.2% |
| 3Y | +32.6% | +8.2% | +24.4% | +25.6% |
| 5Y | +35.6% | -73.4% | +109.1% | +33.9% |
| All | +41.0% | -36.0% | +77.0% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling