+83.9%
XLI vs DOC
-24.5%
+108.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | -5.9% | -4.8% | -1.2% | -4.6% |
| 3M | -0.3% | +6.9% | -7.1% | -2.7% |
| 6M | +0.1% | +20.7% | -20.6% | -6.6% |
| YTD | +13.6% | +34.1% | -20.6% | +1.9% |
| 1Y | +17.2% | +22.6% | -5.5% | +8.2% |
| 3Y | +68.2% | +20.8% | +47.4% | +54.8% |
| All | +83.9% | -24.5% | +108.4% | +102.0% |
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 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