+1,080.2%
XLI vs DOC
+745.4%
+334.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.1% |
| 7D | +0.6% | +8.7% | -8.2% | -2.2% |
| 30D | -0.4% | +7.6% | -8.0% | -2.9% |
| 3M | -8.8% | -5.3% | -3.6% | -7.5% |
| 6M | -0.4% | +27.6% | -28.0% | -9.0% |
| YTD | +10.1% | +32.4% | -22.3% | -1.0% |
| 1Y | +12.3% | +22.9% | -10.5% | +3.4% |
| 3Y | +73.9% | +43.1% | +30.8% | +49.7% |
| 5Y | +73.4% | -21.4% | +94.8% | +80.4% |
| 10Y | +255.4% | +16.8% | +238.6% | +210.0% |
| All | +1,080.2% | +745.4% | +334.8% | +456.3% |
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