+143.5%
XLK vs DOCS
-19.0%
+162.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +2.6% | +0.8% | +3.1% |
| 30D | -10.6% | +11.4% | -22.0% | -11.7% |
| 3M | -10.6% | +25.4% | -36.0% | -13.1% |
| 6M | -3.5% | +42.5% | -46.0% | -8.7% |
| YTD | +18.7% | -24.7% | +43.4% | +20.9% |
| 1Y | +19.4% | -32.9% | +52.4% | +23.3% |
| 3Y | +94.5% | +39.6% | +54.8% | +76.2% |
| 5Y | +111.2% | -54.6% | +165.8% | +102.6% |
| All | +143.5% | -19.0% | +162.5% | +136.1% |
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