+55.0%
XLY vs DOCN
+88.7%
-33.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +1.7% |
| 7D | +2.4% | -12.8% | +15.2% | +4.3% |
| 30D | +7.2% | -41.9% | +49.2% | +15.8% |
| 3M | +1.2% | -36.9% | +38.1% | +6.7% |
| 6M | +1.1% | -52.2% | +53.3% | +10.3% |
| YTD | +2.0% | +62.7% | -60.7% | -14.7% |
| 1Y | +3.5% | +58.2% | -54.8% | -13.2% |
| 3Y | +56.3% | +219.5% | -163.2% | +7.7% |
| 5Y | +23.5% | -32.9% | +56.3% | -3.4% |
| All | +55.0% | +88.7% | -33.6% | +12.0% |
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 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