+116.1%
XLK vs DOCS
+9.5%
+106.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +0.7% | +21.8% | -21.1% | -1.4% |
| 3M | -2.9% | +27.3% | -30.2% | -5.5% |
| 6M | +34.3% | -0.3% | +34.6% | +33.1% |
| YTD | +30.4% | -40.5% | +70.9% | +36.2% |
| 1Y | +43.4% | -61.5% | +104.9% | +56.9% |
| All | +116.1% | +9.5% | +106.6% | +112.5% |
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