+8.1%
XLU vs DOCN
+286.0%
-277.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.8% | +0.9% |
| 7D | +2.1% | +16.3% | -14.2% | +2.2% |
| 30D | -0.4% | +2.0% | -2.4% | -0.4% |
| 3M | +0.5% | -25.2% | +25.7% | +0.3% |
| 6M | -5.8% | +132.7% | -138.5% | -7.3% |
| YTD | +3.1% | +163.3% | -160.1% | +0.8% |
| 1Y | +8.1% | +280.3% | -272.2% | +4.6% |
| All | +8.1% | +286.0% | -277.9% | +4.6% |
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