-1.7%
XLK vs DOC
+27.1%
-28.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -8.0% |
| 7D | -14.0% | +6.2% | -20.2% | -13.7% |
| 30D | -19.6% | +6.5% | -26.1% | -19.3% |
| 3M | -12.6% | -6.2% | -6.3% | -12.3% |
| 6M | -1.7% | +25.6% | -27.3% | -4.3% |
| All | -1.7% | +27.1% | -28.9% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling