+203.9%
DOCN vs XLRE
+39.1%
+164.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | -19.2% | +1.9% | -21.1% | -20.1% |
| 30D | -43.1% | +8.5% | -51.5% | -46.3% |
| 3M | -40.7% | -1.0% | -39.7% | -40.4% |
| 6M | -55.0% | 0.0% | -55.0% | -55.7% |
| YTD | +50.6% | +11.7% | +39.0% | +31.8% |
| 1Y | +54.0% | +11.8% | +42.1% | +34.5% |
| 3Y | +203.9% | +40.8% | +163.1% | +124.2% |
| All | +203.9% | +39.1% | +164.8% | +124.2% |
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