+160.6%
XLB vs DOC
-2.1%
+162.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -0.4% | -4.8% | +4.4% | +1.3% |
| 3M | +2.0% | +6.9% | -4.9% | -0.7% |
| 6M | +1.8% | +20.7% | -18.9% | -5.9% |
| YTD | +16.6% | +34.1% | -17.6% | +3.3% |
| 1Y | +16.9% | +22.6% | -5.7% | +6.9% |
| 3Y | +32.6% | +20.8% | +11.7% | +19.9% |
| 5Y | +35.6% | -24.9% | +60.5% | +45.2% |
| All | +160.6% | -2.1% | +162.7% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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