+17.7%
XLY vs DOCS
-51.8%
+69.6%
-39.7%
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% | +0.2% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +5.6% | +17.4% | -11.8% | +3.1% |
| 3M | -0.2% | +57.4% | -57.6% | -7.6% |
| 6M | -1.5% | +26.5% | -28.0% | -6.5% |
| YTD | -0.9% | -26.6% | +25.7% | +1.8% |
| 1Y | +0.7% | -48.1% | +48.7% | +9.0% |
| 3Y | +50.3% | +52.6% | -2.3% | +25.7% |
| All | +17.7% | -51.8% | +69.6% | +10.9% |
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