+164.6%
DOCN vs XRT
+8.1%
+156.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +1.6% |
| 7D | +1.1% | +0.8% | +0.3% | +0.1% |
| 30D | -9.6% | -4.2% | -5.4% | -5.3% |
| 3M | -37.7% | +5.1% | -42.8% | -43.0% |
| 6M | +115.2% | +2.4% | +112.8% | +102.1% |
| YTD | +133.7% | +3.2% | +130.5% | +117.6% |
| 1Y | +250.2% | +1.5% | +248.6% | +232.7% |
| 3Y | +320.3% | +40.6% | +279.7% | +165.0% |
| 5Y | +53.1% | -1.0% | +54.1% | +51.0% |
| All | +164.6% | +8.1% | +156.6% | +151.7% |
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