+59.3%
XLF vs DOCS
-52.4%
+111.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | +7.6% | +11.4% | -3.8% | +6.6% |
| 3M | +1.1% | +25.4% | -24.3% | -1.0% |
| 6M | +15.9% | +42.5% | -26.6% | +11.3% |
| YTD | +8.4% | -24.7% | +33.2% | +9.9% |
| 1Y | +12.5% | -32.9% | +45.4% | +15.1% |
| 3Y | +81.6% | +39.6% | +41.9% | +68.1% |
| All | +59.3% | -52.4% | +111.7% | +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