+56.3%
XLV vs DOCS
+39.4%
+17.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.2% | +2.6% | -0.4% | +2.1% |
| 30D | +8.6% | +11.4% | -2.9% | +8.1% |
| 3M | +12.6% | +25.4% | -12.8% | +11.6% |
| 6M | +29.8% | +42.5% | -12.8% | +27.7% |
| YTD | +23.5% | -24.7% | +48.2% | +24.6% |
| 1Y | +25.7% | -32.9% | +58.7% | +27.4% |
| 3Y | +56.3% | +39.6% | +16.7% | +53.9% |
| All | +56.3% | +39.4% | +17.0% | +53.9% |
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