+1,383.8%
XLK vs DOC
+745.4%
+638.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.0% |
| 7D | -7.6% | +8.7% | -16.3% | -10.0% |
| 30D | -12.2% | +7.6% | -19.8% | -14.3% |
| 3M | -5.5% | -5.3% | -0.2% | -4.2% |
| 6M | +9.2% | +27.6% | -18.4% | -0.1% |
| YTD | +23.0% | +32.4% | -9.4% | +11.0% |
| 1Y | +20.7% | +22.9% | -2.1% | +11.3% |
| 3Y | +109.4% | +43.1% | +66.3% | +80.6% |
| 5Y | +120.4% | -21.4% | +141.7% | +127.8% |
| 10Y | +746.6% | +16.8% | +729.8% | +636.0% |
| All | +1,383.8% | +745.4% | +638.3% | +478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling