+66.4%
DOCN vs XHB
+62.5%
+3.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.4% | -12.7% |
| 7D | -29.3% | +2.5% | -31.8% | -31.1% |
| 30D | -46.0% | +6.7% | -52.7% | -49.7% |
| 3M | -43.2% | -5.8% | -37.4% | -41.0% |
| 6M | -53.7% | +1.7% | -55.4% | -56.4% |
| YTD | +46.9% | +1.9% | +45.0% | +34.8% |
| 1Y | +54.3% | +0.9% | +53.5% | +42.4% |
| 3Y | +185.5% | +37.6% | +148.0% | +71.4% |
| 5Y | -31.1% | +35.7% | -66.8% | -58.4% |
| All | +66.4% | +62.5% | +3.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling