+67.4%
XLF vs DOCS
-73.4%
+140.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +0.2% | +21.8% | -21.6% | -1.9% |
| 3M | +11.7% | +27.3% | -15.6% | +8.9% |
| 6M | +13.8% | -0.3% | +14.1% | +12.7% |
| YTD | +7.0% | -40.5% | +47.5% | +10.6% |
| 1Y | +9.1% | -61.5% | +70.7% | +16.8% |
| 3Y | +75.6% | +8.2% | +67.4% | +66.9% |
| All | +67.4% | -73.4% | +140.9% | +68.4% |
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