+101.7%
XLK vs DOC
-22.1%
+123.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -7.9% |
| 7D | -14.0% | +6.2% | -20.2% | -15.3% |
| 30D | -19.6% | +6.5% | -26.1% | -21.0% |
| 3M | -12.6% | -6.2% | -6.3% | -11.2% |
| 6M | -1.7% | +25.6% | -27.3% | -9.1% |
| YTD | +13.2% | +32.1% | -18.9% | +2.7% |
| 1Y | +10.6% | +20.3% | -9.7% | +3.3% |
| 3Y | +92.7% | +42.7% | +49.9% | +64.0% |
| 5Y | +101.7% | -22.2% | +123.8% | +132.9% |
| All | +101.7% | -22.1% | +123.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling