-3.7%
XLC vs DOCN
+58.0%
-61.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | +6.2% | -12.1% | +18.4% | +6.3% |
| 30D | -2.4% | -41.0% | +38.6% | -2.2% |
| 3M | -3.3% | -38.7% | +35.4% | -3.0% |
| 6M | -7.3% | -51.5% | +44.2% | -6.6% |
| YTD | -7.6% | +65.3% | -72.9% | -11.3% |
| 1Y | -3.7% | +53.9% | -57.6% | -6.6% |
| All | -3.7% | +58.0% | -61.7% | -6.6% |
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 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