+231.9%
XLY vs DOC
+15.7%
+216.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | +1.9% | +6.5% | -4.6% | -0.2% |
| 30D | +5.6% | +9.2% | -3.6% | +2.4% |
| 3M | -0.2% | -2.5% | +2.3% | +0.5% |
| 6M | -1.5% | +7.1% | -8.6% | -4.2% |
| YTD | -0.9% | +33.0% | -33.9% | -11.4% |
| 1Y | +0.7% | +23.3% | -22.6% | -7.6% |
| 3Y | +50.3% | +44.9% | +5.4% | +27.8% |
| 5Y | +16.1% | -21.6% | +37.7% | +21.9% |
| All | +231.9% | +15.7% | +216.2% | +204.6% |
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