+60.3%
XLC vs DOCS
+50.6%
+9.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | +3.1% | -1.3% | +4.4% | +3.2% |
| 30D | -6.5% | +19.4% | -25.9% | -7.8% |
| 3M | -5.6% | +53.4% | -59.0% | -8.9% |
| 6M | -9.2% | +28.8% | -38.0% | -11.6% |
| YTD | -10.6% | -25.1% | +14.5% | -9.3% |
| 1Y | -6.9% | -48.1% | +41.3% | -2.9% |
| All | +60.3% | +50.6% | +9.7% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling