+39.6%
XLP vs DOCS
-36.0%
+75.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -0.9% | +21.8% | -22.7% | -1.4% |
| 3M | +3.8% | +27.3% | -23.5% | +3.2% |
| 6M | -1.7% | -0.3% | -1.4% | -2.0% |
| YTD | +10.3% | -40.5% | +50.7% | +11.2% |
| 1Y | +7.8% | -61.5% | +69.3% | +9.9% |
| 3Y | +27.2% | +8.2% | +19.0% | +24.3% |
| 5Y | +32.5% | -73.4% | +106.0% | +30.6% |
| All | +39.6% | -36.0% | +75.6% | +36.0% |
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