+142.3%
XLU vs DOC
+15.7%
+126.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.7% | +6.5% | -7.2% | -3.1% |
| 30D | +4.8% | +9.2% | -4.3% | +1.2% |
| 3M | +0.2% | -2.5% | +2.7% | +0.9% |
| 6M | -4.3% | +7.1% | -11.4% | -7.3% |
| YTD | +3.1% | +33.0% | -29.9% | -9.6% |
| 1Y | +0.3% | +23.3% | -23.0% | -9.4% |
| 3Y | +52.9% | +44.9% | +8.0% | +26.0% |
| 5Y | +49.1% | -21.6% | +70.7% | +58.3% |
| All | +142.3% | +15.7% | +126.6% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling