+144.0%
XLK vs DOC
-24.5%
+168.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +0.9% | -1.5% | +2.3% | +1.2% |
| 30D | +0.7% | -4.8% | +5.5% | +2.0% |
| 3M | -2.9% | +6.9% | -9.8% | -5.2% |
| 6M | +34.3% | +20.7% | +13.5% | +26.0% |
| YTD | +30.4% | +34.1% | -3.7% | +18.1% |
| 1Y | +43.4% | +22.6% | +20.7% | +33.2% |
| 3Y | +116.8% | +20.8% | +96.0% | +100.5% |
| All | +144.0% | -24.5% | +168.5% | +174.2% |
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