+75.8%
XLF vs DOCS
-19.3%
+95.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | +6.5% | +8.6% | -2.1% | +5.8% |
| 3M | +1.8% | +27.2% | -25.4% | -0.2% |
| 6M | +15.4% | +26.5% | -11.1% | +12.4% |
| YTD | +8.4% | -25.0% | +33.3% | +9.6% |
| 1Y | +11.9% | -37.0% | +48.9% | +14.6% |
| 3Y | +81.1% | +39.4% | +41.7% | +70.5% |
| 5Y | +59.5% | -56.7% | +116.2% | +55.1% |
| All | +75.8% | -19.3% | +95.2% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling