+11.0%
XLI vs DOCN
+77.9%
-66.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.1% |
| 7D | +4.3% | +27.4% | -23.1% | +2.8% |
| 30D | +0.5% | -29.7% | +30.2% | +1.8% |
| 3M | -8.6% | -32.5% | +23.9% | -7.4% |
| 6M | -2.3% | -42.2% | +39.8% | -0.8% |
| YTD | +10.1% | +87.2% | -77.1% | -0.2% |
| 1Y | +11.0% | +86.2% | -75.2% | +0.6% |
| All | +11.0% | +77.9% | -66.9% | +0.6% |
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