+1,159.5%
XLY vs DOC
+743.4%
+416.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +1.2% | +6.2% | -5.0% | -0.8% |
| 30D | +5.3% | +6.5% | -1.2% | +2.9% |
| 3M | -0.6% | -6.2% | +5.6% | +1.4% |
| 6M | +0.1% | +25.6% | -25.5% | -8.5% |
| YTD | -0.9% | +32.1% | -32.9% | -11.2% |
| 1Y | -1.6% | +20.3% | -21.9% | -9.0% |
| 3Y | +50.5% | +42.7% | +7.8% | +29.0% |
| 5Y | +16.1% | -22.2% | +38.3% | +21.9% |
| 10Y | +239.7% | +16.5% | +223.1% | +192.3% |
| All | +1,159.5% | +743.4% | +416.1% | +434.3% |
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