+144.3%
XLK vs DOCS
-20.2%
+164.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -14.0% | +7.8% | -21.8% | -14.8% |
| 3M | -9.0% | +20.0% | -28.9% | -11.1% |
| 6M | -2.4% | +26.5% | -28.9% | -6.4% |
| YTD | +19.1% | -25.8% | +44.9% | +21.5% |
| 1Y | +19.2% | -39.5% | +58.7% | +24.6% |
| 3Y | +99.1% | +60.3% | +38.7% | +76.5% |
| 5Y | +112.0% | -57.0% | +169.0% | +103.8% |
| All | +144.3% | -20.2% | +164.5% | +137.3% |
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 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