+43.8%
XLY vs DOCN
+219.7%
-175.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.1% | -2.1% |
| 7D | -2.1% | +26.5% | -28.6% | -5.9% |
| 30D | -6.0% | +2.3% | -8.3% | -7.0% |
| 3M | -2.7% | -21.2% | +18.4% | -0.4% |
| 6M | -1.5% | +130.6% | -132.1% | -19.6% |
| YTD | -5.4% | +175.7% | -181.1% | -26.3% |
| 1Y | -3.8% | +286.6% | -290.4% | -30.7% |
| 3Y | +36.6% | +394.1% | -357.5% | -11.2% |
| 5Y | +27.4% | +92.1% | -64.7% | -10.6% |
| All | +43.8% | +219.7% | -175.9% | -3.2% |
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 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