+1,127.6%
XLY vs DOC
+756.6%
+371.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -3.1% | -4.8% | +1.6% | -1.6% |
| 3M | -1.8% | +6.9% | -8.7% | -4.3% |
| 6M | -0.9% | +20.7% | -21.6% | -8.1% |
| YTD | -3.4% | +34.1% | -37.5% | -13.8% |
| 1Y | -1.5% | +22.6% | -24.2% | -9.6% |
| 3Y | +38.8% | +20.8% | +18.0% | +26.0% |
| 5Y | +30.5% | -24.9% | +55.4% | +38.7% |
| 10Y | +215.3% | -1.8% | +217.1% | +187.8% |
| All | +1,127.6% | +756.6% | +371.0% | +418.7% |
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 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