+84.2%
DOCN vs XHB
+65.8%
+18.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +4.7% |
| 7D | -12.8% | +1.3% | -14.1% | -14.0% |
| 30D | -41.9% | +11.8% | -53.7% | -48.1% |
| 3M | -36.9% | -3.8% | -33.1% | -35.7% |
| 6M | -52.2% | +4.1% | -56.3% | -56.0% |
| YTD | +62.7% | +4.0% | +58.8% | +46.6% |
| 1Y | +58.2% | +1.6% | +56.7% | +45.5% |
| 3Y | +219.5% | +43.2% | +176.3% | +83.5% |
| 5Y | -32.9% | +35.8% | -68.7% | -59.9% |
| All | +84.2% | +65.8% | +18.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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