+49.9%
XLE vs DOCS
-47.4%
+97.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.1% | -4.4% |
| 7D | -7.2% | +1.2% | -8.4% | -7.1% |
| 30D | +0.1% | +21.3% | -21.2% | +1.2% |
| 3M | +9.2% | +58.4% | -49.2% | +12.0% |
| 6M | +8.4% | +39.3% | -30.9% | +11.0% |
| YTD | +44.9% | -21.7% | +66.6% | +45.2% |
| 1Y | +49.9% | -47.3% | +97.2% | +51.7% |
| All | +49.9% | -47.4% | +97.3% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling