+73.6%
XLF vs DOCS
-36.0%
+109.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +11.7% | +27.3% | -15.6% | +9.2% |
| 6M | +13.8% | -0.3% | +14.1% | +12.8% |
| YTD | +7.0% | -40.5% | +47.5% | +10.2% |
| 1Y | +9.1% | -61.5% | +70.7% | +16.0% |
| 3Y | +75.6% | +8.2% | +67.4% | +68.3% |
| 5Y | +66.4% | -73.4% | +139.9% | +65.5% |
| All | +73.6% | -36.0% | +109.6% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling