+93.6%
XLF vs DOCN
+110.0%
-16.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | -0.2% |
| 7D | -1.0% | +3.7% | -4.7% | -1.4% |
| 30D | +6.5% | -33.7% | +40.2% | +9.5% |
| 3M | +1.8% | -27.9% | +29.7% | +3.5% |
| 6M | +15.4% | -46.4% | +61.8% | +19.4% |
| YTD | +8.4% | +81.1% | -72.8% | -2.2% |
| 1Y | +11.9% | +74.3% | -62.4% | +1.3% |
| 3Y | +81.1% | +245.8% | -164.7% | +48.6% |
| 5Y | +59.5% | -23.7% | +83.2% | +34.6% |
| All | +93.6% | +110.0% | -16.4% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling