+62.9%
XLC vs DOCN
+226.8%
-163.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +6.2% | -12.1% | +18.4% | +7.0% |
| 30D | -2.4% | -41.0% | +38.6% | +0.8% |
| 3M | -3.3% | -38.7% | +35.4% | -0.8% |
| 6M | -7.3% | -51.5% | +44.2% | -3.6% |
| YTD | -7.6% | +65.3% | -72.9% | -17.3% |
| 1Y | -3.7% | +53.9% | -57.6% | -13.1% |
| 3Y | +62.9% | +215.6% | -152.6% | +28.7% |
| All | +62.9% | +226.8% | -163.9% | +28.7% |
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 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