+216.7%
XLE vs DOCN
+171.0%
+45.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +11.8% | -9.6% | +21.4% | +12.2% |
| 3M | +9.8% | -37.7% | +47.5% | +12.2% |
| 6M | +15.6% | +115.2% | -99.6% | +8.4% |
| YTD | +45.3% | +133.7% | -88.5% | +35.0% |
| 1Y | +48.3% | +250.2% | -201.8% | +33.7% |
| 3Y | +55.4% | +320.3% | -264.9% | +36.3% |
| 5Y | +216.1% | +53.1% | +163.0% | +178.8% |
| All | +216.7% | +171.0% | +45.6% | +177.1% |
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