+11.0%
XLI vs DOCS
-37.2%
+48.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +0.5% | +8.7% | -8.2% | +0.6% |
| 3M | -8.6% | +32.9% | -41.5% | -8.2% |
| 6M | -2.3% | +25.5% | -27.8% | -1.7% |
| YTD | +10.1% | -25.0% | +35.1% | +12.5% |
| 1Y | +11.0% | -34.9% | +45.9% | +15.4% |
| All | +11.0% | -37.2% | +48.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling