+324.3%
DOCN vs XLRE
+31.7%
+292.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.4% |
| 7D | +1.1% | -1.2% | +2.4% | +2.1% |
| 30D | -9.6% | -2.8% | -6.8% | -7.7% |
| 3M | -37.7% | -0.2% | -37.5% | -38.7% |
| 6M | +115.2% | +1.9% | +113.3% | +106.0% |
| YTD | +133.7% | +10.6% | +123.2% | +104.7% |
| 1Y | +250.2% | +8.8% | +241.3% | +211.6% |
| All | +324.3% | +31.7% | +292.5% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling