+250.9%
XLF vs DOC
-2.1%
+252.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +0.2% | -4.8% | +4.9% | +1.9% |
| 3M | +11.7% | +6.9% | +4.8% | +8.7% |
| 6M | +13.8% | +20.7% | -7.0% | +4.8% |
| YTD | +7.0% | +34.1% | -27.2% | -5.7% |
| 1Y | +9.1% | +22.6% | -13.5% | -0.7% |
| 3Y | +75.6% | +20.8% | +54.8% | +57.6% |
| 5Y | +66.4% | -24.9% | +91.3% | +79.5% |
| All | +250.9% | -2.1% | +252.9% | +230.4% |
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