+25.7%
XLV vs DOC
+21.6%
+4.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.2% |
| 3M | +12.6% | -2.0% | +14.6% | +12.8% |
| 6M | +29.8% | +5.9% | +23.9% | +29.0% |
| YTD | +23.5% | +31.8% | -8.3% | +17.7% |
| 1Y | +25.7% | +22.5% | +3.2% | +23.3% |
| All | +25.7% | +21.6% | +4.1% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling