+925.7%
XLV vs DOC
+756.6%
+169.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.2% | -1.5% | +1.6% | +0.5% |
| 30D | +4.4% | -4.8% | +9.2% | +5.5% |
| 3M | +13.2% | +6.9% | +6.3% | +11.5% |
| 6M | +10.1% | +20.7% | -10.6% | +5.1% |
| YTD | +11.7% | +34.1% | -22.4% | +4.0% |
| 1Y | +26.9% | +22.6% | +4.3% | +20.4% |
| 3Y | +35.0% | +20.8% | +14.1% | +27.1% |
| 5Y | +35.9% | -24.9% | +60.7% | +40.8% |
| 10Y | +179.0% | -1.8% | +180.8% | +162.9% |
| All | +925.7% | +756.6% | +169.1% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling