+94.2%
XLK vs DOCN
+189.9%
-95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +1.0% |
| 7D | -8.2% | -19.2% | +10.9% | -4.4% |
| 30D | -18.2% | -43.1% | +24.9% | -9.4% |
| 3M | -11.0% | -40.7% | +29.7% | -3.0% |
| 6M | -2.9% | -55.0% | +52.1% | +10.3% |
| YTD | +14.8% | +50.6% | -35.8% | -0.7% |
| 1Y | +14.5% | +54.0% | -39.4% | -1.6% |
| 3Y | +94.2% | +203.9% | -109.7% | +44.2% |
| All | +94.2% | +189.9% | -95.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling