+70.5%
DOCN vs XRT
+10.7%
+59.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +4.6% |
| 7D | -19.2% | +0.9% | -20.0% | -20.5% |
| 30D | -43.1% | +7.9% | -51.0% | -48.9% |
| 3M | -40.7% | -0.2% | -40.5% | -42.2% |
| 6M | -55.0% | +5.6% | -60.5% | -60.0% |
| YTD | +50.6% | +5.7% | +45.0% | +33.3% |
| 1Y | +54.0% | +14.6% | +39.4% | +22.1% |
| 3Y | +203.9% | +50.7% | +153.2% | +70.5% |
| 5Y | -29.4% | -4.8% | -24.5% | -31.1% |
| All | +70.5% | +10.7% | +59.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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