+36.8%
XLC vs DOCS
-19.4%
+56.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | +3.1% | -1.3% | +4.4% | +3.2% |
| 30D | -6.5% | +19.4% | -25.9% | -8.4% |
| 3M | -5.6% | +53.4% | -59.0% | -10.7% |
| 6M | -9.2% | +28.8% | -38.0% | -12.9% |
| YTD | -10.6% | -25.1% | +14.5% | -9.0% |
| 1Y | -6.9% | -48.1% | +41.3% | -1.2% |
| 3Y | +59.9% | +51.4% | +8.5% | +41.6% |
| 5Y | +34.7% | -51.1% | +85.8% | +27.9% |
| All | +36.8% | -19.4% | +56.2% | +30.7% |
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 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