+167.2%
XLE vs DOC
+14.9%
+152.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -10.3% | +6.2% | -16.5% | -12.3% |
| 30D | -3.3% | +6.5% | -9.8% | -5.7% |
| 3M | +8.2% | -6.2% | +14.4% | +10.1% |
| 6M | +5.0% | +25.6% | -20.6% | -5.4% |
| YTD | +40.6% | +32.1% | +8.5% | +23.3% |
| 1Y | +45.0% | +20.3% | +24.7% | +31.9% |
| 3Y | +56.3% | +42.7% | +13.6% | +29.2% |
| 5Y | +152.2% | -22.2% | +174.4% | +167.2% |
| All | +167.2% | +14.9% | +152.3% | +146.7% |
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