+174.9%
XLK vs DOCN
+88.7%
+86.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +2.2% |
| 7D | -1.9% | -12.8% | +10.9% | +0.6% |
| 30D | -14.0% | -41.9% | +27.9% | -5.1% |
| 3M | -9.0% | -36.9% | +27.9% | -2.0% |
| 6M | -2.4% | -52.2% | +49.8% | +9.7% |
| YTD | +19.1% | +62.7% | -43.6% | +2.0% |
| 1Y | +19.2% | +58.2% | -39.0% | +2.5% |
| 3Y | +99.1% | +219.5% | -120.4% | +41.5% |
| 5Y | +112.0% | -32.9% | +144.8% | +72.7% |
| All | +174.9% | +88.7% | +86.2% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling