+422.3%
XLF vs DOC
+756.6%
-334.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.8% |
| 30D | +0.2% | -4.8% | +4.9% | +2.6% |
| 3M | +11.7% | +6.9% | +4.8% | +7.4% |
| 6M | +13.8% | +20.7% | -7.0% | +1.1% |
| YTD | +7.0% | +34.1% | -27.2% | -10.4% |
| 1Y | +9.1% | +22.6% | -13.5% | -4.7% |
| 3Y | +75.6% | +20.8% | +54.8% | +49.4% |
| 5Y | +66.4% | -24.9% | +91.3% | +79.7% |
| 10Y | +250.3% | -1.8% | +252.1% | +194.3% |
| All | +422.3% | +756.6% | -334.3% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling