+52.7%
XLP vs DOCS
-15.8%
+68.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -3.0% | +3.2% |
| 7D | +5.9% | +1.2% | +4.6% | +5.8% |
| 30D | +13.5% | +21.3% | -7.9% | +13.0% |
| 3M | +8.4% | +58.4% | -50.0% | +7.2% |
| 6M | +11.5% | +39.3% | -27.7% | +10.5% |
| YTD | +20.6% | -21.7% | +42.3% | +21.0% |
| 1Y | +24.3% | -47.3% | +71.6% | +25.9% |
| 3Y | +45.1% | +58.2% | -13.1% | +40.4% |
| 5Y | +44.6% | -52.3% | +96.9% | +41.4% |
| All | +52.7% | -15.8% | +68.5% | +47.9% |
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