+70.5%
DOCN vs XLRE
+36.1%
+34.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.3% |
| 7D | -19.2% | +1.9% | -21.1% | -20.9% |
| 30D | -43.1% | +8.5% | -51.5% | -48.2% |
| 3M | -40.7% | -1.0% | -39.7% | -40.4% |
| 6M | -55.0% | 0.0% | -55.0% | -56.2% |
| YTD | +50.6% | +11.7% | +39.0% | +26.7% |
| 1Y | +54.0% | +11.8% | +42.1% | +29.2% |
| 3Y | +203.9% | +40.8% | +163.1% | +84.3% |
| 5Y | -29.4% | +8.2% | -37.5% | -36.2% |
| All | +70.5% | +36.1% | +34.4% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling