+85.0%
XLI vs DOCS
-36.0%
+121.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | -5.9% | +21.8% | -27.8% | -7.5% |
| 3M | -0.3% | +27.3% | -27.6% | -2.2% |
| 6M | +0.1% | -0.3% | +0.5% | -0.6% |
| YTD | +13.6% | -40.5% | +54.1% | +16.8% |
| 1Y | +17.2% | -61.5% | +78.7% | +24.3% |
| 3Y | +68.2% | +8.2% | +60.0% | +61.8% |
| 5Y | +80.7% | -73.4% | +154.2% | +79.3% |
| All | +85.0% | -36.0% | +121.0% | +81.3% |
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