+12.5%
XLF vs DOCN
+81.2%
-68.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +0.8% |
| 7D | +2.7% | +19.1% | -16.4% | +2.5% |
| 30D | +7.6% | -21.0% | +28.6% | +7.7% |
| 3M | +1.1% | -34.7% | +35.8% | +1.3% |
| 6M | +15.9% | -45.8% | +61.7% | +16.2% |
| YTD | +8.4% | +79.4% | -70.9% | +1.2% |
| 1Y | +12.5% | +91.0% | -78.5% | +4.5% |
| All | +12.5% | +81.2% | -68.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling