+214.5%
XLV vs DOC
+21.1%
+193.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | +2.0% | +5.9% | -3.8% | +0.5% |
| 30D | +10.3% | +10.3% | 0.0% | +7.4% |
| 3M | +14.1% | -2.2% | +16.3% | +14.6% |
| 6M | +32.3% | +8.2% | +24.1% | +29.3% |
| YTD | +23.2% | +35.4% | -12.2% | +12.4% |
| 1Y | +31.0% | +23.6% | +7.4% | +22.6% |
| 3Y | +57.7% | +57.3% | +0.5% | +36.2% |
| 5Y | +53.4% | -19.6% | +73.0% | +58.4% |
| 10Y | +214.5% | +20.8% | +193.7% | +187.9% |
| All | +214.5% | +21.1% | +193.5% | +187.9% |
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