+46.4%
XLC vs DOCS
-36.0%
+82.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +1.0% | +21.8% | -20.8% | -1.8% |
| 3M | -0.7% | +27.3% | -28.0% | -4.0% |
| 6M | -5.1% | -0.3% | -4.8% | -6.4% |
| YTD | -4.3% | -40.5% | +36.2% | 0.0% |
| 1Y | -0.6% | -61.5% | +61.0% | +9.1% |
| 3Y | +72.7% | +8.2% | +64.5% | +59.4% |
| 5Y | +38.0% | -73.4% | +111.4% | +35.7% |
| All | +46.4% | -36.0% | +82.4% | +43.7% |
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