+159.4%
XLU vs DOC
+20.3%
+139.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.7% | +4.3% | -3.6% | -1.0% |
| 30D | +5.6% | +9.2% | -3.5% | +2.0% |
| 3M | +2.1% | -0.8% | +3.0% | +2.2% |
| 6M | -0.9% | +7.1% | -8.0% | -3.9% |
| YTD | +4.6% | +34.0% | -29.4% | -8.6% |
| 1Y | +0.3% | +23.2% | -22.9% | -9.3% |
| 3Y | +58.6% | +53.6% | +5.0% | +27.6% |
| 5Y | +51.5% | -20.4% | +71.9% | +59.7% |
| 10Y | +159.4% | +23.4% | +136.0% | +120.1% |
| All | +159.4% | +20.3% | +139.1% | +120.1% |
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