+63.8%
XLV vs DOCS
-20.2%
+84.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +10.3% | +7.8% | +2.5% | +9.9% |
| 3M | +14.1% | +20.0% | -5.9% | +13.2% |
| 6M | +32.3% | +26.5% | +5.8% | +30.5% |
| YTD | +23.2% | -25.8% | +48.9% | +24.0% |
| 1Y | +31.0% | -39.5% | +70.5% | +33.1% |
| 3Y | +57.7% | +60.3% | -2.6% | +51.3% |
| 5Y | +53.4% | -57.0% | +110.5% | +49.4% |
| All | +63.8% | -20.2% | +84.0% | +62.5% |
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