+34.4%
XLY vs DOCS
-40.7%
+75.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | +0.1% |
| 7D | -0.5% | -7.3% | +6.8% | +0.4% |
| 30D | -4.9% | -10.9% | +6.0% | -3.7% |
| 3M | -1.0% | +20.3% | -21.3% | -4.1% |
| 6M | 0.0% | -3.6% | +3.6% | -1.1% |
| YTD | -4.2% | -44.9% | +40.7% | +1.7% |
| 1Y | -2.7% | -64.9% | +62.2% | +9.4% |
| 3Y | +38.4% | +7.6% | +30.8% | +26.7% |
| 5Y | +28.9% | -74.0% | +102.9% | +27.3% |
| All | +34.4% | -40.7% | +75.0% | +32.9% |
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 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