+45.0%
XLE vs DOCS
-49.5%
+94.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -3.2% |
| 7D | -10.3% | -1.3% | -9.0% | -10.3% |
| 30D | -3.3% | +19.4% | -22.7% | -2.4% |
| 3M | +8.2% | +53.4% | -45.2% | +10.7% |
| 6M | +5.0% | +28.8% | -23.7% | +7.2% |
| YTD | +40.6% | -25.1% | +65.6% | +40.5% |
| 1Y | +45.0% | -48.1% | +93.2% | +46.3% |
| All | +45.0% | -49.5% | +94.5% | +46.3% |
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 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