+217.7%
XLV vs DOC
+21.2%
+196.5%
-28.4%
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 | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +8.6% | +7.7% | +0.8% | +6.4% |
| 3M | +12.6% | -2.0% | +14.6% | +13.1% |
| 6M | +29.8% | +5.9% | +23.9% | +27.6% |
| YTD | +23.5% | +31.8% | -8.3% | +13.5% |
| 1Y | +25.7% | +22.5% | +3.2% | +17.9% |
| 3Y | +56.3% | +54.7% | +1.6% | +35.5% |
| 5Y | +53.1% | -21.3% | +74.4% | +59.0% |
| All | +217.7% | +21.2% | +196.5% | +191.2% |
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