+23.5%
XLP vs DOCN
+56.0%
-32.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.1% | -1.5% |
| 7D | +3.5% | -29.3% | +32.8% | +1.8% |
| 30D | +11.6% | -46.0% | +57.6% | +8.7% |
| 3M | +7.6% | -43.2% | +50.8% | +5.3% |
| 6M | +10.0% | -53.7% | +63.7% | +7.4% |
| YTD | +19.7% | +46.9% | -27.2% | +19.9% |
| 1Y | +23.5% | +54.3% | -30.9% | +23.9% |
| All | +23.5% | +56.0% | -32.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling