+37.4%
XLC vs DOCS
-21.0%
+58.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -5.8% | +17.4% | -23.2% | -7.5% |
| 3M | -5.4% | +57.4% | -62.8% | -10.8% |
| 6M | -10.2% | +26.5% | -36.7% | -13.7% |
| YTD | -10.2% | -26.6% | +16.4% | -8.4% |
| 1Y | -5.6% | -48.1% | +42.4% | 0.0% |
| 3Y | +61.0% | +52.6% | +8.4% | +42.3% |
| 5Y | +35.2% | -52.1% | +87.3% | +28.7% |
| All | +37.4% | -21.0% | +58.4% | +31.5% |
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