+92.6%
XLI vs DOCN
+88.7%
+3.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +3.0% |
| 7D | -0.5% | -12.8% | +12.3% | +0.7% |
| 30D | -0.2% | -41.9% | +41.7% | +4.6% |
| 3M | -8.6% | -36.9% | +28.4% | -5.4% |
| 6M | -2.0% | -52.2% | +50.3% | +3.5% |
| YTD | +9.7% | +62.7% | -53.0% | -0.2% |
| 1Y | +11.4% | +58.2% | -46.8% | +1.5% |
| 3Y | +74.2% | +219.5% | -145.3% | +43.0% |
| 5Y | +70.0% | -32.9% | +102.8% | +45.8% |
| All | +92.6% | +88.7% | +3.9% | +67.8% |
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 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