+103.5%
XLK vs DOC
-21.4%
+125.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -8.2% | +6.5% | -14.7% | -9.7% |
| 30D | -18.2% | +9.2% | -27.4% | -20.1% |
| 3M | -11.0% | -2.5% | -8.5% | -10.6% |
| 6M | -2.9% | +7.1% | -10.0% | -5.4% |
| YTD | +14.8% | +33.0% | -18.2% | +4.0% |
| 1Y | +14.5% | +23.3% | -8.7% | +6.2% |
| 3Y | +94.2% | +44.9% | +49.3% | +64.3% |
| All | +103.5% | -21.4% | +125.0% | +134.2% |
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