-9.1%
XLC vs DOCS
+38.8%
-47.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.9% | +3.1% |
| 7D | +1.8% | +1.2% | +0.5% | +1.7% |
| 30D | -6.0% | +21.3% | -27.3% | -6.9% |
| 3M | -6.0% | +58.4% | -64.4% | -7.9% |
| 6M | -9.1% | +39.3% | -48.4% | -11.2% |
| All | -9.1% | +38.8% | -47.9% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling