+54.8%
XLF vs DOCS
-51.8%
+106.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | +1.2% | -0.8% | +1.9% | +1.2% |
| 30D | +6.3% | +17.4% | -11.1% | +4.9% |
| 3M | -0.8% | +57.4% | -58.1% | -5.1% |
| 6M | +11.0% | +26.5% | -15.5% | +7.8% |
| YTD | +5.6% | -26.6% | +32.2% | +7.3% |
| 1Y | +10.8% | -48.1% | +58.8% | +15.9% |
| 3Y | +77.8% | +52.6% | +25.2% | +62.9% |
| All | +54.8% | -51.8% | +106.6% | +49.8% |
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 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