+64.6%
XLI vs DOCN
-34.6%
+99.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.9% | +11.7% | -2.5% |
| 7D | -4.5% | -29.3% | +24.8% | -1.2% |
| 30D | -5.3% | -46.0% | +40.7% | +0.4% |
| 3M | -12.6% | -43.2% | +30.6% | -8.3% |
| 6M | -5.3% | -53.7% | +48.4% | +0.7% |
| YTD | +5.6% | +46.9% | -41.4% | -4.1% |
| 1Y | +7.3% | +54.3% | -47.1% | -3.3% |
| 3Y | +66.7% | +185.5% | -118.8% | +34.7% |
| 5Y | +64.6% | -31.1% | +95.7% | +42.2% |
| All | +64.6% | -34.6% | +99.2% | +42.2% |
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