-26.2%
DOCN vs XEL
+47.4%
-73.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -12.1% | +1.7% | -13.9% | -12.2% |
| 30D | -41.0% | +8.6% | -49.6% | -41.4% |
| 3M | -38.7% | +5.1% | -43.8% | -38.9% |
| 6M | -51.5% | +2.5% | -54.0% | -51.7% |
| YTD | +65.3% | +11.0% | +54.3% | +61.9% |
| 1Y | +53.9% | +2.7% | +51.2% | +52.8% |
| 3Y | +215.6% | +49.7% | +165.8% | +182.6% |
| 5Y | -26.2% | +46.1% | -72.3% | -23.4% |
| All | -26.2% | +47.4% | -73.6% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling