+215.1%
XLF vs DOC
+21.5%
+193.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.2% | +6.6% | -0.4% | +3.6% |
| 3M | +0.9% | -1.1% | +2.0% | +1.1% |
| 6M | +13.6% | +4.8% | +8.8% | +11.1% |
| YTD | +7.6% | +32.1% | -24.5% | -5.0% |
| 1Y | +10.2% | +21.9% | -11.7% | +0.4% |
| 3Y | +79.8% | +51.4% | +28.4% | +46.5% |
| 5Y | +58.0% | -21.2% | +79.1% | +67.3% |
| All | +215.1% | +21.5% | +193.7% | +190.4% |
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