+64.6%
XLI vs DOC
-22.1%
+86.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.5% | +6.2% | -10.7% | -6.3% |
| 30D | -5.3% | +6.5% | -11.8% | -7.2% |
| 3M | -12.6% | -6.2% | -6.3% | -11.0% |
| 6M | -5.3% | +25.6% | -30.9% | -12.9% |
| YTD | +5.6% | +32.1% | -26.5% | -5.0% |
| 1Y | +7.3% | +20.3% | -13.0% | -0.3% |
| 3Y | +66.7% | +42.7% | +24.0% | +42.0% |
| 5Y | +64.6% | -22.2% | +86.8% | +82.9% |
| All | +64.6% | -22.1% | +86.7% | +82.9% |
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