+51.0%
XLC vs DOCN
+74.7%
-23.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | +4.9% | -19.2% | +24.0% | +7.3% |
| 30D | -5.8% | -43.1% | +37.2% | +0.1% |
| 3M | -5.4% | -40.7% | +35.3% | -0.7% |
| 6M | -10.2% | -55.0% | +44.8% | -3.4% |
| YTD | -10.2% | +50.6% | -60.8% | -21.4% |
| 1Y | -5.6% | +54.0% | -59.6% | -17.9% |
| 3Y | +61.0% | +203.9% | -142.9% | +18.4% |
| 5Y | +35.2% | -29.4% | +64.6% | +10.4% |
| All | +51.0% | +74.7% | -23.7% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling