+61.6%
XLU vs DOCS
+39.4%
+22.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.1% | +2.6% | -0.4% | +2.1% |
| 30D | +5.6% | +11.4% | -5.9% | +5.4% |
| 3M | +0.7% | +25.4% | -24.7% | +0.3% |
| 6M | -0.1% | +42.5% | -42.6% | -0.8% |
| YTD | +5.3% | -24.7% | +30.0% | +6.5% |
| 1Y | +2.2% | -32.9% | +35.1% | +3.8% |
| 3Y | +61.6% | +39.6% | +22.0% | +55.2% |
| All | +61.6% | +39.4% | +22.3% | +55.2% |
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