-23.9%
DOCN vs XE
-65.4%
+41.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.9% | -13.4% | -2.5% |
| 7D | -19.2% | -4.6% | -14.6% | -18.0% |
| 30D | -43.1% | -27.5% | -15.5% | -37.7% |
| 3M | -40.7% | -49.9% | +9.2% | -30.6% |
| 6M | -55.0% | -67.2% | +12.2% | -46.6% |
| All | -23.9% | -65.4% | +41.5% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling