+63.2%
XLV vs DOCN
+171.0%
-107.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.2% |
| 7D | +0.2% | +1.1% | -1.0% | +0.1% |
| 30D | +4.4% | -9.6% | +14.1% | +4.8% |
| 3M | +13.2% | -37.7% | +50.9% | +15.4% |
| 6M | +10.1% | +115.2% | -105.1% | +3.3% |
| YTD | +11.7% | +133.7% | -122.0% | +4.0% |
| 1Y | +26.9% | +250.2% | -223.2% | +14.6% |
| 3Y | +35.0% | +320.3% | -285.3% | +18.0% |
| 5Y | +35.9% | +53.1% | -17.2% | +21.8% |
| All | +63.2% | +171.0% | -107.8% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling