+56.6%
XLF vs DOC
-22.1%
+78.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | +1.0% | +6.2% | -5.2% | -0.9% |
| 30D | +6.5% | +6.5% | 0.0% | +4.4% |
| 3M | -0.5% | -6.2% | +5.7% | +1.3% |
| 6M | +12.2% | +25.6% | -13.3% | +3.5% |
| YTD | +6.3% | +32.1% | -25.8% | -4.3% |
| 1Y | +11.0% | +20.3% | -9.3% | +3.4% |
| 3Y | +78.3% | +42.7% | +35.6% | +51.9% |
| 5Y | +56.6% | -22.2% | +78.7% | +74.1% |
| All | +56.6% | -22.1% | +78.6% | +74.1% |
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