+60.8%
XLU vs DOCS
+38.9%
+22.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.2% |
| 7D | +0.5% | -4.2% | +4.7% | +0.5% |
| 30D | +5.3% | +8.6% | -3.4% | +5.1% |
| 3M | +1.2% | +27.2% | -26.1% | +0.7% |
| 6M | -1.6% | +26.5% | -28.1% | -2.1% |
| YTD | +4.8% | -25.0% | +29.8% | +6.0% |
| 1Y | +0.5% | -37.0% | +37.5% | +2.3% |
| All | +60.8% | +38.9% | +22.0% | +54.4% |
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