+252.1%
DOCN vs XLRE
+44.1%
+208.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | +27.4% | +0.1% | +27.3% | +27.3% |
| 30D | -29.7% | +6.0% | -35.8% | -32.7% |
| 3M | -32.5% | +0.5% | -33.0% | -32.8% |
| 6M | -42.2% | +1.2% | -43.4% | -43.7% |
| YTD | +87.2% | +12.6% | +74.6% | +62.6% |
| 1Y | +86.2% | +11.0% | +75.2% | +64.2% |
| All | +252.1% | +44.1% | +208.0% | +144.8% |
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