+51.6%
XLP vs DOCS
-19.4%
+71.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | +3.5% | -1.3% | +4.8% | +3.5% |
| 30D | +11.6% | +19.4% | -7.8% | +11.1% |
| 3M | +7.6% | +53.4% | -45.8% | +6.6% |
| 6M | +10.0% | +28.8% | -18.7% | +9.2% |
| YTD | +19.7% | -25.1% | +44.8% | +20.2% |
| 1Y | +23.5% | -48.1% | +71.6% | +25.1% |
| 3Y | +44.0% | +51.4% | -7.4% | +39.5% |
| 5Y | +42.7% | -51.1% | +93.8% | +39.5% |
| All | +51.6% | -19.4% | +71.0% | +46.9% |
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