+44.8%
XLV vs DOCS
-40.7%
+85.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -2.2% |
| 7D | -2.6% | -7.3% | +4.7% | -2.4% |
| 30D | +0.9% | -10.9% | +11.8% | +1.3% |
| 3M | +10.0% | +20.3% | -10.3% | +8.9% |
| 6M | +10.4% | -3.6% | +14.0% | +10.0% |
| YTD | +8.9% | -44.9% | +53.7% | +11.0% |
| 1Y | +23.4% | -64.9% | +88.2% | +28.1% |
| 3Y | +33.1% | +7.6% | +25.5% | +29.8% |
| 5Y | +33.3% | -74.0% | +107.2% | +31.1% |
| All | +44.8% | -40.7% | +85.5% | +45.5% |
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