+80.5%
XLV vs DOCN
+91.6%
-11.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +2.6% | -12.1% | +14.8% | +3.1% |
| 30D | +10.6% | -41.0% | +51.6% | +12.8% |
| 3M | +12.6% | -38.7% | +51.3% | +14.3% |
| 6M | +32.7% | -51.5% | +84.2% | +35.8% |
| YTD | +23.5% | +65.3% | -41.7% | +16.2% |
| 1Y | +30.4% | +53.9% | -23.5% | +23.1% |
| 3Y | +57.3% | +215.6% | -158.3% | +38.7% |
| 5Y | +53.4% | -26.2% | +79.6% | +39.4% |
| All | +80.5% | +91.6% | -11.1% | +63.3% |
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