+162.4%
XLU vs DOC
+21.2%
+141.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.5% |
| 30D | +5.6% | +7.7% | -2.2% | +2.5% |
| 3M | +0.7% | -2.0% | +2.7% | +1.3% |
| 6M | -0.1% | +5.9% | -5.9% | -2.7% |
| YTD | +5.3% | +31.8% | -26.5% | -7.4% |
| 1Y | +2.2% | +22.5% | -20.4% | -7.5% |
| 3Y | +61.6% | +54.7% | +6.9% | +29.4% |
| 5Y | +53.6% | -21.3% | +74.9% | +62.6% |
| All | +162.4% | +21.2% | +141.2% | +124.5% |
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