+46.1%
XLU vs DOC
-24.5%
+70.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | -1.3% | -4.8% | +3.4% | +0.2% |
| 3M | -1.3% | +6.9% | -8.2% | -3.7% |
| 6M | -7.6% | +20.7% | -28.4% | -13.9% |
| YTD | +2.3% | +34.1% | -31.9% | -8.7% |
| 1Y | +5.8% | +22.6% | -16.9% | -2.6% |
| 3Y | +50.5% | +20.8% | +29.7% | +37.6% |
| All | +46.1% | -24.5% | +70.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling