-17.8%
DOCN vs XE
-62.9%
+45.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.0% | +1.0% | +5.7% |
| 7D | -12.8% | +7.6% | -20.4% | -14.7% |
| 30D | -41.9% | -18.6% | -23.3% | -38.5% |
| 3M | -36.9% | -50.7% | +13.8% | -26.3% |
| 6M | -52.2% | -63.0% | +10.8% | -44.8% |
| All | -17.8% | -62.9% | +45.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling