+78.6%
XLI vs DOCS
-21.3%
+99.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -1.5% | -0.6% | -1.0% | -1.5% |
| 30D | -0.3% | +6.3% | -6.6% | -0.7% |
| 3M | -8.4% | +26.5% | -34.8% | -9.8% |
| 6M | -2.1% | +24.8% | -26.9% | -4.2% |
| YTD | +9.6% | -26.8% | +36.4% | +11.1% |
| 1Y | +10.7% | -38.3% | +49.0% | +13.6% |
| 3Y | +71.6% | +36.0% | +35.5% | +62.7% |
| 5Y | +70.8% | -55.0% | +125.7% | +66.2% |
| All | +78.6% | -21.3% | +99.9% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling