+80.5%
XLV vs DOCN
+110.0%
-29.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.6% | -9.6% | -0.4% |
| 7D | -0.4% | +3.7% | -4.1% | -0.6% |
| 30D | +9.9% | -33.7% | +43.5% | +11.5% |
| 3M | +12.9% | -27.9% | +40.8% | +13.8% |
| 6M | +33.2% | -46.4% | +79.6% | +35.7% |
| YTD | +23.6% | +81.1% | -57.5% | +15.7% |
| 1Y | +27.5% | +74.3% | -46.8% | +19.6% |
| 3Y | +57.3% | +245.8% | -188.5% | +38.2% |
| 5Y | +53.9% | -23.7% | +77.7% | +39.3% |
| All | +80.5% | +110.0% | -29.5% | +62.7% |
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 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