+25.0%
XLB vs DOCN
+56.0%
-31.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.9% | +12.9% | -2.6% |
| 7D | -0.4% | -29.3% | +28.9% | +0.1% |
| 30D | +5.2% | -46.0% | +51.3% | +6.2% |
| 3M | -0.1% | -43.2% | +43.1% | +0.7% |
| 6M | +2.4% | -53.7% | +56.1% | +3.7% |
| YTD | +16.9% | +46.9% | -30.1% | +10.7% |
| 1Y | +25.0% | +54.3% | -29.3% | +17.7% |
| All | +25.0% | +56.0% | -31.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling