+72.7%
XLC vs DOCS
+9.5%
+63.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +1.0% | +21.8% | -20.8% | -0.9% |
| 3M | -0.7% | +27.3% | -28.0% | -2.9% |
| 6M | -5.1% | -0.3% | -4.8% | -5.9% |
| YTD | -4.3% | -40.5% | +36.2% | -1.0% |
| 1Y | -0.6% | -61.5% | +61.0% | +6.6% |
| All | +72.7% | +9.5% | +63.3% | +65.8% |
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