+167.5%
XLK vs DOCS
-36.0%
+203.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +0.7% | +21.8% | -21.1% | -2.2% |
| 3M | -2.9% | +27.3% | -30.2% | -6.4% |
| 6M | +34.3% | -0.3% | +34.6% | +32.4% |
| YTD | +30.4% | -40.5% | +70.9% | +36.6% |
| 1Y | +43.4% | -61.5% | +104.9% | +58.4% |
| 3Y | +116.8% | +8.2% | +108.7% | +102.1% |
| 5Y | +144.0% | -73.4% | +217.5% | +141.5% |
| All | +167.5% | -36.0% | +203.5% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling