+55.0%
XLY vs DOCN
+110.0%
-55.0%
-39.7%
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% | -1.5% |
| 7D | -1.1% | +3.7% | -4.8% | -1.9% |
| 30D | +7.8% | -33.7% | +41.4% | +13.9% |
| 3M | +1.7% | -27.9% | +29.6% | +5.0% |
| 6M | +1.8% | -46.4% | +48.2% | +8.9% |
| YTD | +2.0% | +81.1% | -79.2% | -16.2% |
| 1Y | +1.8% | +74.3% | -72.5% | -15.8% |
| 3Y | +53.7% | +245.8% | -192.1% | +4.7% |
| 5Y | +24.2% | -23.7% | +48.0% | -4.6% |
| All | +55.0% | +110.0% | -55.0% | +10.0% |
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