+84.2%
DOCN vs XEL
+46.9%
+37.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +8.0% |
| 7D | -12.8% | +1.1% | -13.9% | -12.8% |
| 30D | -41.9% | +8.7% | -50.6% | -42.0% |
| 3M | -36.9% | +3.5% | -40.4% | -36.9% |
| 6M | -52.2% | +2.6% | -54.8% | -52.3% |
| YTD | +62.7% | +11.1% | +51.7% | +61.1% |
| 1Y | +58.2% | +2.2% | +56.1% | +57.9% |
| 3Y | +219.5% | +51.1% | +168.4% | +199.7% |
| 5Y | -32.9% | +48.0% | -80.9% | -29.3% |
| All | +84.2% | +46.9% | +37.3% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling