+220.4%
XLV vs DOC
+15.7%
+204.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | 0.0% | +6.5% | -6.5% | -1.7% |
| 30D | +9.5% | +9.2% | +0.3% | +6.9% |
| 3M | +12.8% | -2.5% | +15.3% | +13.4% |
| 6M | +28.1% | +7.1% | +21.1% | +25.6% |
| YTD | +20.9% | +33.0% | -12.1% | +10.9% |
| 1Y | +28.7% | +23.3% | +5.5% | +20.6% |
| 3Y | +51.5% | +44.9% | +6.5% | +33.9% |
| 5Y | +50.9% | -21.6% | +72.5% | +56.8% |
| All | +220.4% | +15.7% | +204.7% | +194.9% |
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 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