+214.7%
XLY vs DOC
-4.9%
+219.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | -4.9% | -3.7% | -1.2% | -3.7% |
| 3M | -1.0% | +5.2% | -6.3% | -3.0% |
| 6M | 0.0% | +22.5% | -22.5% | -7.6% |
| YTD | -4.2% | +33.2% | -37.4% | -14.2% |
| 1Y | -2.7% | +19.8% | -22.5% | -9.8% |
| 3Y | +38.4% | +23.8% | +14.7% | +24.7% |
| 5Y | +28.9% | -25.4% | +54.3% | +37.6% |
| 10Y | +214.7% | -3.8% | +218.5% | +201.7% |
| All | +214.7% | -4.9% | +219.7% | +201.7% |
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