+73.6%
XLF vs DOC
+22.8%
+50.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -1.3% | -2.0% | +0.7% | -0.9% |
| 3M | +9.1% | +0.9% | +8.2% | +8.8% |
| 6M | +14.4% | +20.8% | -6.4% | +9.2% |
| YTD | +5.1% | +32.5% | -27.4% | -2.3% |
| 1Y | +8.6% | +20.7% | -12.1% | +3.4% |
| All | +73.6% | +22.8% | +50.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling