+50.0%
XLV vs DOCS
-51.8%
+101.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +12.8% | +57.4% | -44.6% | +10.0% |
| 6M | +28.1% | +26.5% | +1.6% | +25.9% |
| YTD | +20.9% | -26.6% | +47.4% | +22.1% |
| 1Y | +28.7% | -48.1% | +76.8% | +32.4% |
| 3Y | +51.5% | +52.6% | -1.2% | +43.2% |
| All | +50.0% | -51.8% | +101.8% | +45.8% |
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