+233.4%
XLY vs DOC
+20.6%
+212.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.5% |
| 30D | +7.6% | +7.2% | +0.4% | +5.0% |
| 3M | +1.5% | -2.5% | +4.0% | +2.2% |
| 6M | +1.5% | +5.3% | -3.8% | -0.7% |
| YTD | +1.1% | +31.2% | -30.1% | -9.3% |
| 1Y | +4.3% | +21.9% | -17.6% | -4.0% |
| 3Y | +51.8% | +53.9% | -2.2% | +26.1% |
| 5Y | +22.8% | -21.7% | +44.5% | +29.1% |
| All | +233.4% | +20.6% | +212.8% | +206.8% |
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