+58.1%
XLP vs DOCN
+70.4%
-12.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.1% | -0.6% |
| 7D | +3.5% | -29.3% | +32.8% | +3.7% |
| 30D | +11.6% | -46.0% | +57.6% | +12.1% |
| 3M | +7.6% | -43.2% | +50.8% | +8.0% |
| 6M | +10.0% | -53.7% | +63.7% | +10.7% |
| YTD | +19.7% | +46.9% | -27.2% | +16.4% |
| 1Y | +23.5% | +54.3% | -30.9% | +19.9% |
| 3Y | +44.0% | +185.5% | -141.6% | +35.5% |
| 5Y | +42.7% | -31.1% | +73.8% | +33.9% |
| All | +58.1% | +70.4% | -12.3% | +53.3% |
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