+49.7%
XLU vs DOC
-22.1%
+71.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | +6.2% | -5.9% | -1.6% |
| 30D | +5.2% | +6.5% | -1.3% | +3.0% |
| 3M | -0.1% | -6.2% | +6.1% | +1.8% |
| 6M | -5.3% | +25.6% | -30.9% | -13.1% |
| YTD | +3.5% | +32.1% | -28.5% | -7.2% |
| 1Y | +0.2% | +20.3% | -20.0% | -6.9% |
| 3Y | +53.1% | +42.7% | +10.4% | +29.4% |
| 5Y | +49.7% | -22.2% | +71.9% | +61.9% |
| All | +49.7% | -22.1% | +71.8% | +61.9% |
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