+57.7%
XLV vs DOCN
+209.7%
-152.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +1.8% |
| 7D | +2.0% | -12.8% | +14.8% | +2.2% |
| 30D | +10.3% | -41.9% | +52.2% | +11.3% |
| 3M | +14.1% | -36.9% | +51.0% | +14.8% |
| 6M | +32.3% | -52.2% | +84.6% | +34.1% |
| YTD | +23.2% | +62.7% | -39.5% | +15.6% |
| 1Y | +31.0% | +58.2% | -27.2% | +23.0% |
| 3Y | +57.7% | +219.5% | -161.7% | +44.3% |
| All | +57.7% | +209.7% | -152.0% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling