+94.2%
XLK vs DOCS
+47.6%
+46.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.6% |
| 7D | -8.2% | -0.8% | -7.5% | -8.2% |
| 30D | -18.2% | +17.4% | -35.6% | -19.2% |
| 3M | -11.0% | +57.4% | -68.4% | -14.7% |
| 6M | -2.9% | +26.5% | -29.4% | -5.5% |
| YTD | +14.8% | -26.6% | +41.4% | +17.7% |
| 1Y | +14.5% | -48.1% | +62.6% | +21.7% |
| 3Y | +94.2% | +52.6% | +41.6% | +88.3% |
| All | +94.2% | +47.6% | +46.6% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling