+54.8%
XLF vs DOC
-21.4%
+76.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.2% | +6.5% | -5.3% | -0.8% |
| 30D | +6.3% | +9.2% | -2.8% | +3.5% |
| 3M | -0.8% | -2.5% | +1.7% | -0.2% |
| 6M | +11.0% | +7.1% | +4.0% | +8.3% |
| YTD | +5.6% | +33.0% | -27.4% | -5.0% |
| 1Y | +10.8% | +23.3% | -12.5% | +2.3% |
| 3Y | +77.8% | +44.9% | +32.9% | +50.5% |
| All | +54.8% | -21.4% | +76.2% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling