+91.5%
XLF vs DOCN
+88.7%
+2.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.6% | +0.8% |
| 7D | +0.7% | -12.8% | +13.5% | +1.7% |
| 30D | +6.0% | -41.9% | +47.9% | +10.1% |
| 3M | +1.0% | -36.9% | +38.0% | +3.8% |
| 6M | +14.0% | -52.2% | +66.2% | +19.1% |
| YTD | +7.2% | +62.7% | -55.5% | -2.5% |
| 1Y | +11.6% | +58.2% | -46.6% | +1.7% |
| 3Y | +81.2% | +219.5% | -138.3% | +49.5% |
| 5Y | +57.9% | -32.9% | +90.8% | +34.4% |
| All | +91.5% | +88.7% | +2.8% | +67.2% |
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