+59.3%
XLP vs DOCN
+102.5%
-43.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.2% | +10.5% | +3.4% |
| 7D | +5.9% | -20.0% | +25.9% | +6.1% |
| 30D | +13.5% | -38.8% | +52.2% | +14.0% |
| 3M | +8.4% | -34.8% | +43.2% | +8.7% |
| 6M | +11.5% | -22.8% | +34.3% | +11.0% |
| YTD | +20.6% | +74.6% | -54.0% | +17.2% |
| 1Y | +24.3% | +116.4% | -92.1% | +19.9% |
| 3Y | +45.1% | +239.3% | -194.3% | +36.4% |
| 5Y | +44.6% | -20.2% | +64.8% | +35.4% |
| All | +59.3% | +102.5% | -43.2% | +54.2% |
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 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