+20.7%
XYZ vs DOCN
+110.0%
-89.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.2% | +22.5% | +15.6% |
| 7D | +16.5% | -20.0% | +36.5% | +17.7% |
| 30D | +15.0% | -38.8% | +53.7% | +17.7% |
| 3M | +3.5% | -34.8% | +38.3% | +5.5% |
| 6M | +21.9% | -22.8% | +44.7% | +21.1% |
| YTD | +34.6% | +74.6% | -40.0% | +17.5% |
| 1Y | +20.7% | +116.4% | -95.7% | +2.7% |
| All | +20.7% | +110.0% | -89.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling