+34.7%
XLC vs DOCN
-34.6%
+69.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.9% | +15.3% | +1.4% |
| 7D | +3.1% | -29.3% | +32.4% | +7.3% |
| 30D | -6.5% | -46.0% | +39.5% | +0.3% |
| 3M | -5.6% | -43.2% | +37.6% | -0.1% |
| 6M | -9.2% | -53.7% | +44.5% | -2.5% |
| YTD | -10.6% | +46.9% | -57.5% | -22.4% |
| 1Y | -6.9% | +54.3% | -61.2% | -20.1% |
| 3Y | +59.9% | +185.5% | -125.7% | +15.1% |
| 5Y | +34.7% | -31.1% | +65.8% | +8.9% |
| All | +34.7% | -34.6% | +69.2% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling