+29.0%
XLB vs DOCN
-32.3%
+61.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | -1.5% | -19.2% | +17.7% | +0.4% |
| 30D | +6.1% | -43.1% | +49.1% | +11.4% |
| 3M | 0.0% | -40.7% | +40.7% | +4.0% |
| 6M | 0.0% | -55.0% | +54.9% | +6.1% |
| YTD | +16.0% | +50.6% | -34.6% | +4.2% |
| 1Y | +24.7% | +54.0% | -29.2% | +11.5% |
| 3Y | +40.4% | +203.9% | -163.5% | +10.5% |
| All | +29.0% | -32.3% | +61.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling