-6.9%
XLC vs DOC
+21.7%
-28.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.6% |
| 7D | +3.1% | +6.2% | -3.1% | +2.3% |
| 30D | -6.5% | +6.5% | -13.0% | -7.3% |
| 3M | -5.6% | -6.2% | +0.7% | -4.8% |
| 6M | -9.2% | +25.6% | -34.8% | -11.6% |
| YTD | -10.6% | +32.1% | -42.6% | -13.7% |
| 1Y | -6.9% | +20.3% | -27.2% | -7.9% |
| All | -6.9% | +21.7% | -28.6% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling