+72.7%
XLC vs DOCN
+324.7%
-252.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.4% |
| 7D | -0.8% | +1.1% | -2.0% | -1.0% |
| 30D | +1.0% | -9.6% | +10.7% | +1.6% |
| 3M | -0.7% | -37.7% | +37.0% | +2.6% |
| 6M | -5.1% | +115.2% | -120.4% | -15.5% |
| YTD | -4.3% | +133.7% | -138.0% | -16.3% |
| 1Y | -0.6% | +250.2% | -250.7% | -18.4% |
| All | +72.7% | +324.7% | -252.0% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling