+149.3%
XLK vs DOCS
-19.3%
+168.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.9% |
| 7D | -1.2% | -4.2% | +3.0% | -0.7% |
| 30D | -11.2% | +8.6% | -19.8% | -12.0% |
| 3M | -6.2% | +27.2% | -33.4% | -9.0% |
| 6M | -1.7% | +26.5% | -28.3% | -5.7% |
| YTD | +21.5% | -25.0% | +46.5% | +23.9% |
| 1Y | +19.6% | -37.0% | +56.6% | +24.5% |
| 3Y | +97.9% | +39.4% | +58.5% | +79.4% |
| 5Y | +118.9% | -56.7% | +175.6% | +110.2% |
| All | +149.3% | -19.3% | +168.6% | +141.8% |
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