+719.7%
XLK vs DOC
+21.2%
+698.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +3.4% | -0.9% | +4.2% | +3.7% |
| 30D | -10.6% | +7.7% | -18.3% | -12.8% |
| 3M | -10.6% | -2.0% | -8.6% | -10.3% |
| 6M | -3.5% | +5.9% | -9.3% | -6.0% |
| YTD | +18.7% | +31.8% | -13.1% | +6.7% |
| 1Y | +19.4% | +22.5% | -3.1% | +9.9% |
| 3Y | +94.5% | +54.7% | +39.7% | +61.0% |
| 5Y | +111.2% | -21.3% | +132.5% | +121.3% |
| All | +719.7% | +21.2% | +698.4% | +640.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling