+43.6%
XLE vs DOCS
-49.1%
+92.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.1% |
| 7D | -12.0% | -0.8% | -11.2% | -12.0% |
| 30D | -2.7% | +17.4% | -20.2% | -1.9% |
| 3M | +6.6% | +57.4% | -50.8% | +9.1% |
| 6M | +9.5% | +26.5% | -17.0% | +11.7% |
| YTD | +40.6% | -26.6% | +67.1% | +40.4% |
| 1Y | +43.6% | -48.1% | +91.6% | +45.1% |
| All | +43.6% | -49.1% | +92.7% | +45.1% |
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