-1.7%
XLC vs DOCN
+81.2%
-82.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.1% |
| 7D | +3.7% | +19.1% | -15.4% | +3.6% |
| 30D | -1.9% | -21.0% | +19.1% | -1.9% |
| 3M | -3.1% | -34.7% | +31.6% | -2.9% |
| 6M | -6.4% | -45.8% | +39.4% | -5.9% |
| YTD | -6.8% | +79.4% | -86.2% | -9.9% |
| 1Y | -1.7% | +91.0% | -92.7% | -5.7% |
| All | -1.7% | +81.2% | -82.8% | -5.7% |
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