+36.7%
XLV vs DOCS
-73.4%
+110.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +4.4% | +21.8% | -17.4% | +3.2% |
| 3M | +13.2% | +27.3% | -14.1% | +11.6% |
| 6M | +10.1% | -0.3% | +10.4% | +9.5% |
| YTD | +11.7% | -40.5% | +52.2% | +14.0% |
| 1Y | +26.9% | -61.5% | +88.5% | +32.3% |
| 3Y | +35.0% | +8.2% | +26.8% | +30.3% |
| All | +36.7% | -73.4% | +110.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling