+91.0%
DOCN vs XRT
+12.7%
+78.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.2% |
| 7D | +19.1% | +1.7% | +17.4% | +18.7% |
| 30D | -21.0% | +7.5% | -28.5% | -21.5% |
| 3M | -34.7% | +2.2% | -36.9% | -34.3% |
| 6M | -45.8% | +14.7% | -60.4% | -50.7% |
| YTD | +79.4% | +7.5% | +71.9% | +72.6% |
| 1Y | +91.0% | +14.1% | +76.9% | +80.0% |
| All | +91.0% | +12.7% | +78.3% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling