+51.6%
XLU vs DOCN
-29.3%
+80.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.7% |
| 7D | +2.1% | +19.1% | -17.0% | +1.5% |
| 30D | +5.6% | -21.0% | +26.6% | +6.2% |
| 3M | +0.7% | -34.7% | +35.5% | +1.8% |
| 6M | -0.1% | -45.8% | +45.7% | +1.3% |
| YTD | +5.3% | +79.4% | -74.1% | +0.4% |
| 1Y | +2.2% | +91.0% | -88.9% | -2.9% |
| 3Y | +61.6% | +237.5% | -175.8% | +46.5% |
| All | +51.6% | -29.3% | +80.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling