+52.1%
XLB vs DOCN
+70.4%
-18.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.9% | +12.9% | -1.5% |
| 7D | -0.4% | -29.3% | +28.9% | +2.6% |
| 30D | +5.2% | -46.0% | +51.3% | +10.7% |
| 3M | -0.1% | -43.2% | +43.1% | +4.0% |
| 6M | +2.4% | -53.7% | +56.1% | +7.9% |
| YTD | +16.9% | +46.9% | -30.1% | +6.3% |
| 1Y | +25.0% | +54.3% | -29.3% | +12.9% |
| 3Y | +40.7% | +185.5% | -144.9% | +14.6% |
| 5Y | +31.6% | -31.1% | +62.7% | +12.7% |
| All | +52.1% | +70.4% | -18.2% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling