+66.4%
DOCN vs XEL
+47.3%
+19.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.9% |
| 7D | -29.3% | +1.7% | -31.0% | -29.3% |
| 30D | -46.0% | +10.5% | -56.5% | -46.1% |
| 3M | -43.2% | +4.9% | -48.1% | -43.2% |
| 6M | -53.7% | +0.2% | -53.9% | -53.7% |
| YTD | +46.9% | +11.3% | +35.6% | +45.4% |
| 1Y | +54.3% | +2.1% | +52.3% | +54.1% |
| 3Y | +185.5% | +45.7% | +139.8% | +169.6% |
| 5Y | -31.1% | +47.9% | -79.0% | -27.6% |
| All | +66.4% | +47.3% | +19.1% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling