+83.9%
XLI vs DOCN
+54.1%
+29.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | -5.9% | -9.6% | +3.7% | -5.2% |
| 3M | -0.3% | -37.7% | +37.4% | +3.9% |
| 6M | +0.1% | +115.2% | -115.1% | -11.0% |
| YTD | +13.6% | +133.7% | -120.1% | -0.6% |
| 1Y | +17.2% | +250.2% | -233.0% | -3.1% |
| 3Y | +68.2% | +320.3% | -252.1% | +32.0% |
| All | +83.9% | +54.1% | +29.8% | +46.7% |
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