+65.1%
XLU vs DOCN
+88.7%
-23.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | +1.3% |
| 7D | +0.3% | -12.8% | +13.1% | +0.6% |
| 30D | +5.7% | -41.9% | +47.7% | +7.1% |
| 3M | +1.2% | -36.9% | +38.1% | +2.0% |
| 6M | -0.7% | -52.2% | +51.5% | +0.7% |
| YTD | +4.7% | +62.7% | -58.0% | +1.2% |
| 1Y | +0.4% | +58.2% | -57.8% | -2.9% |
| 3Y | +59.6% | +219.5% | -159.8% | +48.3% |
| 5Y | +52.9% | -32.9% | +85.8% | +39.9% |
| All | +65.1% | +88.7% | -23.6% | +56.8% |
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