+99.1%
XLK vs DOC
+49.4%
+49.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +3.5% |
| 7D | -1.9% | +5.9% | -7.8% | -2.6% |
| 30D | -14.0% | +10.3% | -24.3% | -15.1% |
| 3M | -9.0% | -2.2% | -6.8% | -8.7% |
| 6M | -2.4% | +8.2% | -10.6% | -3.9% |
| YTD | +19.1% | +35.4% | -16.2% | +12.3% |
| 1Y | +19.2% | +23.6% | -4.4% | +14.3% |
| 3Y | +99.1% | +57.3% | +41.8% | +83.1% |
| All | +99.1% | +49.4% | +49.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling