+63.4%
XLV vs DOCS
-19.4%
+82.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | +8.7% | +2.0% | +10.3% |
| 3M | +11.9% | +32.9% | -20.9% | +10.6% |
| 6M | +29.8% | +25.5% | +4.3% | +28.0% |
| YTD | +22.8% | -25.0% | +47.9% | +23.7% |
| 1Y | +25.0% | -34.9% | +59.8% | +26.5% |
| 3Y | +56.4% | +39.3% | +17.1% | +51.0% |
| 5Y | +52.3% | -54.8% | +107.1% | +48.2% |
| All | +63.4% | -19.4% | +82.8% | +62.0% |
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 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