+88.7%
XLF vs DOCN
+74.7%
+14.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | +1.2% | -19.2% | +20.3% | +2.7% |
| 30D | +6.3% | -43.1% | +49.4% | +10.7% |
| 3M | -0.8% | -40.7% | +39.9% | +2.5% |
| 6M | +11.0% | -55.0% | +66.0% | +16.5% |
| YTD | +5.6% | +50.6% | -45.0% | -3.2% |
| 1Y | +10.8% | +54.0% | -43.2% | +1.1% |
| 3Y | +77.8% | +203.9% | -126.1% | +47.2% |
| 5Y | +55.6% | -29.4% | +85.0% | +33.4% |
| All | +88.7% | +74.7% | +14.1% | +65.8% |
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