+69.9%
XLI vs DOCN
-29.3%
+99.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | +3.8% | +19.1% | -15.3% | +1.8% |
| 30D | +1.0% | -21.0% | +22.1% | +3.1% |
| 3M | -8.9% | -34.7% | +25.8% | -5.8% |
| 6M | -2.3% | -45.8% | +43.5% | +2.2% |
| YTD | +9.7% | +79.4% | -69.7% | -2.6% |
| 1Y | +12.3% | +91.0% | -78.7% | -1.1% |
| 3Y | +71.5% | +237.5% | -166.0% | +35.8% |
| All | +69.9% | -29.3% | +99.2% | +45.2% |
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