+105.1%
DOCN vs XLRE
+37.9%
+67.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +3.7% | -1.2% | +4.9% | +5.5% |
| 30D | -33.7% | +6.4% | -40.1% | -38.3% |
| 3M | -27.9% | +2.0% | -29.9% | -29.8% |
| 6M | -46.4% | +1.8% | -48.2% | -48.8% |
| YTD | +81.1% | +13.2% | +67.9% | +50.3% |
| 1Y | +74.3% | +10.7% | +63.6% | +48.7% |
| 3Y | +245.8% | +43.7% | +202.1% | +105.2% |
| 5Y | -23.7% | +9.7% | -33.5% | -32.1% |
| All | +105.1% | +37.9% | +67.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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