+163.4%
XLE vs DOC
-22.8%
+186.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.9% | -5.3% |
| 7D | -7.2% | +8.7% | -15.9% | -8.7% |
| 30D | +0.1% | +7.6% | -7.5% | -1.4% |
| 3M | +9.2% | -5.3% | +14.5% | +10.1% |
| 6M | +8.4% | +27.6% | -19.2% | +1.5% |
| YTD | +44.9% | +32.4% | +12.5% | +33.7% |
| 1Y | +49.9% | +22.9% | +27.0% | +41.2% |
| 3Y | +61.1% | +43.1% | +18.0% | +43.2% |
| 5Y | +163.4% | -21.4% | +184.7% | +184.9% |
| All | +163.4% | -22.8% | +186.2% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling