+58.6%
XLV vs DOCN
+219.7%
-161.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.5% |
| 7D | -3.7% | +26.5% | -30.2% | -4.8% |
| 30D | -1.1% | +2.3% | -3.4% | -1.4% |
| 3M | +8.2% | -21.2% | +29.4% | +9.1% |
| 6M | +8.9% | +130.6% | -121.7% | +2.0% |
| YTD | +8.5% | +175.7% | -167.2% | +0.2% |
| 1Y | +22.3% | +286.6% | -264.3% | +10.1% |
| 3Y | +32.6% | +394.1% | -361.5% | +15.1% |
| 5Y | +34.4% | +92.1% | -57.7% | +19.5% |
| All | +58.6% | +219.7% | -161.1% | +40.9% |
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