+164.6%
DOCN vs XLRE
+34.8%
+129.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.6% |
| 7D | +1.1% | -1.2% | +2.4% | +2.6% |
| 30D | -9.6% | -2.8% | -6.8% | -6.8% |
| 3M | -37.7% | -0.2% | -37.5% | -38.9% |
| 6M | +115.2% | +1.9% | +113.3% | +104.2% |
| YTD | +133.7% | +10.6% | +123.2% | +99.6% |
| 1Y | +250.2% | +8.8% | +241.3% | +204.6% |
| 3Y | +320.3% | +31.5% | +288.8% | +181.1% |
| 5Y | +53.1% | +6.6% | +46.5% | +37.1% |
| All | +164.6% | +34.8% | +129.9% | +125.7% |
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