+56.4%
XLV vs DOC
+55.4%
+1.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | +9.9% | +8.1% | +1.7% | +7.9% |
| 3M | +12.9% | +0.9% | +12.0% | +12.6% |
| 6M | +33.2% | +6.3% | +26.9% | +31.3% |
| YTD | +23.6% | +33.8% | -10.2% | +15.2% |
| 1Y | +27.5% | +21.6% | +5.9% | +21.7% |
| All | +56.4% | +55.4% | +1.0% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling