+41.4%
XLB vs DOCN
+182.8%
-141.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.9% | +12.9% | -1.8% |
| 7D | -0.4% | -29.3% | +28.9% | +2.0% |
| 30D | +5.2% | -46.0% | +51.3% | +9.7% |
| 3M | -0.1% | -43.2% | +43.1% | +3.2% |
| 6M | +2.4% | -53.7% | +56.1% | +7.0% |
| YTD | +16.9% | +46.9% | -30.1% | +4.8% |
| 1Y | +25.0% | +54.3% | -29.3% | +11.2% |
| All | +41.4% | +182.8% | -141.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling