+200.9%
XLK vs DOCN
+171.0%
+29.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | +0.9% | +1.1% | -0.3% | +0.6% |
| 30D | +0.7% | -9.6% | +10.4% | +2.3% |
| 3M | -2.9% | -37.7% | +34.8% | +5.0% |
| 6M | +34.3% | +115.2% | -81.0% | +11.1% |
| YTD | +30.4% | +133.7% | -103.3% | +5.3% |
| 1Y | +43.4% | +250.2% | -206.8% | +5.7% |
| 3Y | +116.8% | +320.3% | -203.5% | +46.9% |
| 5Y | +144.0% | +53.1% | +90.9% | +81.9% |
| All | +200.9% | +171.0% | +29.9% | +114.6% |
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