+243.8%
XLF vs DOC
+15.7%
+228.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.2% | +6.5% | -5.3% | -1.2% |
| 30D | +6.3% | +9.2% | -2.8% | +2.9% |
| 3M | -0.8% | -2.5% | +1.7% | -0.1% |
| 6M | +11.0% | +7.1% | +4.0% | +7.7% |
| YTD | +5.6% | +33.0% | -27.4% | -6.8% |
| 1Y | +10.8% | +23.3% | -12.5% | +0.6% |
| 3Y | +77.8% | +44.9% | +32.9% | +47.8% |
| 5Y | +55.6% | -21.6% | +77.2% | +65.1% |
| All | +243.8% | +15.7% | +228.1% | +216.4% |
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