+10.2%
XLF vs DOCS
-37.2%
+47.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +6.2% | +8.7% | -2.5% | +5.7% |
| 3M | +0.9% | +32.9% | -32.0% | -0.6% |
| 6M | +13.6% | +25.5% | -11.9% | +12.6% |
| YTD | +7.6% | -25.0% | +32.6% | +11.3% |
| 1Y | +10.2% | -34.9% | +45.0% | +15.8% |
| All | +10.2% | -37.2% | +47.4% | +15.8% |
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