+206.5%
XLE vs DOCN
+70.4%
+136.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.9% | +12.9% | -2.2% |
| 7D | -10.3% | -29.3% | +19.0% | -8.9% |
| 30D | -3.3% | -46.0% | +42.7% | -0.7% |
| 3M | +8.2% | -43.2% | +51.4% | +10.5% |
| 6M | +5.0% | -53.7% | +58.8% | +8.0% |
| YTD | +40.6% | +46.9% | -6.3% | +33.0% |
| 1Y | +45.0% | +54.3% | -9.3% | +36.7% |
| 3Y | +56.3% | +185.5% | -129.2% | +39.2% |
| 5Y | +152.2% | -31.1% | +183.3% | +131.1% |
| All | +206.5% | +70.4% | +136.1% | +173.0% |
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