+57.9%
XLF vs DOCS
-54.3%
+112.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.4% |
| 7D | +0.7% | 0.0% | +0.7% | +0.8% |
| 30D | +6.0% | +7.8% | -1.8% | +5.3% |
| 3M | +1.0% | +20.0% | -18.9% | -0.7% |
| 6M | +14.0% | +26.5% | -12.5% | +10.6% |
| YTD | +7.2% | -25.8% | +32.9% | +8.8% |
| 1Y | +11.6% | -39.5% | +51.1% | +15.3% |
| 3Y | +81.2% | +60.3% | +20.8% | +65.1% |
| 5Y | +57.9% | -57.0% | +114.9% | +53.7% |
| All | +57.9% | -54.3% | +112.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling