+51.4%
XLU vs DOCN
-32.3%
+83.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -0.7% | -19.2% | +18.5% | -0.1% |
| 30D | +4.8% | -43.1% | +47.9% | +6.5% |
| 3M | +0.2% | -40.7% | +40.9% | +1.4% |
| 6M | -4.3% | -55.0% | +50.6% | -2.5% |
| YTD | +3.1% | +50.6% | -47.5% | -1.0% |
| 1Y | +0.3% | +54.0% | -53.7% | -3.9% |
| 3Y | +52.9% | +203.9% | -151.0% | +39.2% |
| All | +51.4% | -32.3% | +83.6% | +38.7% |
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