+62.6%
XLU vs DOCN
+205.3%
-142.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.8% | +0.5% |
| 7D | +2.1% | +16.3% | -14.2% | +1.7% |
| 30D | -0.4% | +2.0% | -2.4% | -0.5% |
| 3M | +0.5% | -25.2% | +25.7% | +1.0% |
| 6M | -5.8% | +132.7% | -138.5% | -9.3% |
| YTD | +3.1% | +163.3% | -160.1% | -1.4% |
| 1Y | +8.1% | +280.3% | -272.2% | +1.7% |
| 3Y | +50.5% | +371.8% | -321.3% | +38.7% |
| 5Y | +44.7% | +87.1% | -42.4% | +33.7% |
| All | +62.6% | +205.3% | -142.6% | +52.8% |
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