+51.5%
XLV vs DOCS
+47.6%
+3.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | 0.0% |
| 7D | 0.0% | -0.8% | +0.7% | 0.0% |
| 30D | +9.5% | +17.4% | -7.9% | +8.8% |
| 3M | +12.8% | +57.4% | -44.6% | +10.8% |
| 6M | +28.1% | +26.5% | +1.6% | +26.6% |
| YTD | +20.9% | -26.6% | +47.4% | +22.1% |
| 1Y | +28.7% | -48.1% | +76.8% | +31.9% |
| 3Y | +51.5% | +52.6% | -1.2% | +47.2% |
| All | +51.5% | +47.6% | +3.9% | +47.2% |
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