+726.5%
XLK vs DOC
+23.6%
+702.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -1.2% | +1.0% | -2.3% | -1.5% |
| 30D | -11.2% | +8.1% | -19.3% | -13.5% |
| 3M | -6.2% | +0.9% | -7.1% | -6.7% |
| 6M | -1.7% | +6.3% | -8.0% | -4.4% |
| YTD | +21.5% | +33.8% | -12.2% | +8.9% |
| 1Y | +19.6% | +21.6% | -2.0% | +10.5% |
| 3Y | +97.9% | +53.4% | +44.6% | +64.7% |
| 5Y | +118.9% | -21.0% | +139.9% | +129.1% |
| 10Y | +726.5% | +22.5% | +704.0% | +647.4% |
| All | +726.5% | +23.6% | +702.9% | +647.4% |
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