+58.1%
XLE vs DOCN
+182.8%
-124.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.9% | +12.9% | -2.2% |
| 7D | -10.3% | -29.3% | +19.0% | -9.0% |
| 30D | -3.3% | -46.0% | +42.7% | -0.8% |
| 3M | +8.2% | -43.2% | +51.4% | +10.3% |
| 6M | +5.0% | -53.7% | +58.8% | +7.8% |
| YTD | +40.6% | +46.9% | -6.3% | +29.8% |
| 1Y | +45.0% | +54.3% | -9.3% | +33.1% |
| All | +58.1% | +182.8% | -124.7% | +33.8% |
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