+2.1%
XLY vs DOC
+22.2%
-20.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | +3.2% | +4.3% | -1.2% | +2.5% |
| 30D | +7.3% | +9.2% | -1.9% | +5.8% |
| 3M | +1.4% | -0.8% | +2.2% | +1.4% |
| 6M | +1.1% | +7.1% | -6.0% | 0.0% |
| YTD | +2.0% | +34.0% | -32.0% | -2.1% |
| 1Y | +2.1% | +23.2% | -21.1% | -0.6% |
| All | +2.1% | +22.2% | -20.1% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling