+84.2%
DOCN vs XLRE
+38.1%
+46.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.6% | +6.4% |
| 7D | -12.8% | +2.3% | -15.1% | -14.9% |
| 30D | -41.9% | +7.3% | -49.2% | -46.5% |
| 3M | -36.9% | +0.1% | -37.0% | -37.3% |
| 6M | -52.2% | +2.3% | -54.5% | -54.6% |
| YTD | +62.7% | +13.3% | +49.4% | +34.8% |
| 1Y | +58.2% | +12.0% | +46.3% | +33.0% |
| 3Y | +219.5% | +45.5% | +174.0% | +86.5% |
| 5Y | -32.9% | +9.3% | -42.2% | -40.3% |
| All | +84.2% | +38.1% | +46.1% | +52.5% |
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