+1,021.9%
XLE vs DOC
+745.4%
+276.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.9% | -5.8% |
| 7D | -7.2% | +8.7% | -15.9% | -10.0% |
| 30D | +0.1% | +7.6% | -7.5% | -2.7% |
| 3M | +9.2% | -5.3% | +14.5% | +10.6% |
| 6M | +8.4% | +27.6% | -19.2% | -2.4% |
| YTD | +44.9% | +32.4% | +12.5% | +28.1% |
| 1Y | +49.9% | +22.9% | +27.0% | +35.9% |
| 3Y | +61.1% | +43.1% | +18.0% | +35.8% |
| 5Y | +163.4% | -21.4% | +184.7% | +171.2% |
| 10Y | +181.4% | +16.8% | +164.5% | +142.5% |
| All | +1,021.9% | +745.4% | +276.4% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling