+183.5%
XLB vs DOC
+19.9%
+163.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | +3.9% | +8.7% | -4.8% | +0.9% |
| 30D | +8.9% | +7.6% | +1.3% | +5.9% |
| 3M | +4.1% | -5.3% | +9.4% | +5.9% |
| 6M | +7.3% | +27.6% | -20.3% | -2.9% |
| YTD | +20.4% | +32.4% | -12.0% | +6.9% |
| 1Y | +29.5% | +22.9% | +6.7% | +18.3% |
| 3Y | +44.9% | +43.1% | +1.8% | +22.7% |
| 5Y | +36.6% | -21.4% | +58.0% | +43.8% |
| 10Y | +183.5% | +16.8% | +166.7% | +161.7% |
| All | +183.5% | +19.9% | +163.6% | +161.7% |
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