+38.4%
XLY vs DOCN
+408.0%
-369.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.6% | -13.4% | -2.3% |
| 7D | -0.5% | +16.3% | -16.8% | -2.4% |
| 30D | -4.9% | +2.0% | -6.9% | -5.6% |
| 3M | -1.0% | -25.2% | +24.2% | +1.7% |
| 6M | 0.0% | +132.7% | -132.7% | -16.5% |
| YTD | -4.2% | +163.3% | -167.4% | -22.7% |
| 1Y | -2.7% | +280.3% | -283.0% | -27.9% |
| 3Y | +38.4% | +371.8% | -333.4% | -6.3% |
| All | +38.4% | +408.0% | -369.5% | -6.3% |
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