+67.4%
XLF vs DOCN
+54.1%
+13.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +0.2% | -9.6% | +9.8% | +0.8% |
| 3M | +11.7% | -37.7% | +49.4% | +15.8% |
| 6M | +13.8% | +115.2% | -101.4% | +1.7% |
| YTD | +7.0% | +133.7% | -126.7% | -5.8% |
| 1Y | +9.1% | +250.2% | -241.0% | -8.9% |
| 3Y | +75.6% | +320.3% | -244.7% | +39.1% |
| All | +67.4% | +54.1% | +13.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling