+105.1%
DOCN vs XHB
+61.3%
+43.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +3.7% | -4.1% | +7.8% | +8.3% |
| 30D | -33.7% | +9.6% | -43.3% | -39.8% |
| 3M | -27.9% | -6.0% | -21.9% | -24.8% |
| 6M | -46.4% | +2.2% | -48.6% | -49.9% |
| YTD | +81.1% | +1.1% | +80.0% | +67.2% |
| 1Y | +74.3% | -1.7% | +76.0% | +65.2% |
| 3Y | +245.8% | +36.5% | +209.4% | +108.8% |
| 5Y | -23.7% | +33.5% | -57.2% | -53.6% |
| All | +105.1% | +61.3% | +43.7% | +18.4% |
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