+198.1%
DOCN vs XLRE
+34.7%
+163.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.1% | +12.7% | +12.7% |
| 7D | +16.3% | -0.3% | +16.6% | +16.8% |
| 30D | +2.0% | -2.4% | +4.4% | +4.7% |
| 3M | -25.2% | +0.6% | -25.8% | -27.2% |
| 6M | +132.7% | +3.9% | +128.7% | +115.6% |
| YTD | +163.3% | +10.5% | +152.8% | +125.0% |
| 1Y | +280.3% | +8.4% | +272.0% | +232.5% |
| 3Y | +371.8% | +32.8% | +339.0% | +211.4% |
| 5Y | +87.1% | +7.0% | +80.1% | +67.9% |
| All | +198.1% | +34.7% | +163.4% | +154.4% |
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