+85.5%
XLI vs DOCN
+74.7%
+10.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -2.8% | -19.2% | +16.3% | -0.9% |
| 30D | -3.1% | -43.1% | +40.0% | +1.8% |
| 3M | -11.7% | -40.7% | +29.0% | -8.1% |
| 6M | -7.6% | -55.0% | +47.4% | -1.9% |
| YTD | +5.7% | +50.6% | -44.9% | -3.2% |
| 1Y | +7.8% | +54.0% | -46.1% | -1.6% |
| 3Y | +67.4% | +203.9% | -136.5% | +38.0% |
| 5Y | +64.8% | -29.4% | +94.2% | +42.3% |
| All | +85.5% | +74.7% | +10.8% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling