+103.1%
DOCN vs XHB
+59.7%
+43.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.9% |
| 7D | +19.1% | -0.2% | +19.3% | +19.2% |
| 30D | -21.0% | +9.9% | -31.0% | -28.7% |
| 3M | -34.7% | -6.3% | -28.5% | -31.7% |
| 6M | -45.8% | +3.8% | -49.6% | -50.2% |
| YTD | +79.4% | +0.1% | +79.2% | +67.0% |
| 1Y | +91.0% | -0.8% | +91.8% | +78.5% |
| 3Y | +237.5% | +35.6% | +201.8% | +104.5% |
| 5Y | -30.4% | +29.6% | -60.0% | -56.9% |
| All | +103.1% | +59.7% | +43.4% | +18.3% |
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