+42.3%
XLY vs DOCS
-19.4%
+61.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +7.2% | +8.7% | -1.5% | +6.1% |
| 3M | +2.4% | +32.9% | -30.4% | -1.5% |
| 6M | +2.3% | +25.5% | -23.3% | -2.1% |
| YTD | +1.5% | -25.0% | +26.5% | +3.5% |
| 1Y | +2.1% | -34.9% | +36.9% | +5.9% |
| 3Y | +53.0% | +39.3% | +13.7% | +35.9% |
| 5Y | +23.3% | -54.8% | +78.1% | +16.4% |
| All | +42.3% | -19.4% | +61.7% | +35.3% |
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