+14.5%
XLK vs DOC
+20.9%
-6.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | -8.2% | +6.5% | -14.7% | -8.2% |
| 30D | -18.2% | +9.2% | -27.4% | -18.2% |
| 3M | -11.0% | -2.5% | -8.5% | -10.7% |
| 6M | -2.9% | +7.1% | -10.0% | -3.6% |
| YTD | +14.8% | +33.0% | -18.2% | +12.6% |
| 1Y | +14.5% | +23.3% | -8.7% | +11.7% |
| All | +14.5% | +20.9% | -6.4% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling