+41.0%
XLC vs DOCS
-19.4%
+60.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -4.2% | +8.7% | -12.9% | -5.1% |
| 3M | -2.1% | +32.9% | -35.0% | -5.4% |
| 6M | -6.6% | +25.5% | -32.1% | -10.2% |
| YTD | -7.8% | -25.0% | +17.2% | -6.2% |
| 1Y | -4.1% | -34.9% | +30.8% | -1.0% |
| 3Y | +62.6% | +39.3% | +23.3% | +45.9% |
| 5Y | +39.6% | -54.8% | +94.4% | +32.9% |
| All | +41.0% | -19.4% | +60.4% | +34.7% |
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