+70.5%
DOCN vs XHB
+60.1%
+10.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.9% |
| 7D | -19.2% | +1.3% | -20.5% | -20.4% |
| 30D | -43.1% | +7.8% | -50.9% | -47.5% |
| 3M | -40.7% | -5.5% | -35.2% | -38.8% |
| 6M | -55.0% | -2.6% | -52.4% | -55.7% |
| YTD | +50.6% | +0.4% | +50.3% | +40.1% |
| 1Y | +54.0% | -1.0% | +54.9% | +44.5% |
| 3Y | +203.9% | +37.3% | +166.6% | +81.8% |
| 5Y | -29.4% | +33.7% | -63.1% | -56.8% |
| All | +70.5% | +60.1% | +10.5% | -0.8% |
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