+508.9%
XLP vs DOC
+756.6%
-247.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -0.9% | -4.8% | +3.9% | +0.1% |
| 3M | +3.8% | +6.9% | -3.1% | +2.4% |
| 6M | -1.7% | +20.7% | -22.5% | -5.9% |
| YTD | +10.3% | +34.1% | -23.9% | +3.2% |
| 1Y | +7.8% | +22.6% | -14.8% | +2.7% |
| 3Y | +27.2% | +20.8% | +6.4% | +20.2% |
| 5Y | +32.5% | -24.9% | +57.4% | +36.8% |
| 10Y | +101.8% | -1.8% | +103.6% | +91.1% |
| All | +508.9% | +756.6% | -247.6% | +273.3% |
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 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