+60.9%
XLC vs DOCN
+171.0%
-110.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -0.8% | +1.1% | -2.0% | -1.0% |
| 30D | +1.0% | -9.6% | +10.7% | +1.9% |
| 3M | -0.7% | -37.7% | +37.0% | +4.3% |
| 6M | -5.1% | +115.2% | -120.4% | -18.7% |
| YTD | -4.3% | +133.7% | -138.0% | -19.7% |
| 1Y | -0.6% | +250.2% | -250.7% | -22.6% |
| 3Y | +72.7% | +320.3% | -247.6% | +23.7% |
| 5Y | +38.0% | +53.1% | -15.1% | +6.2% |
| All | +60.9% | +171.0% | -110.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling