+54.3%
DOCN vs XRT
+14.5%
+39.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -15.5% |
| 7D | -29.3% | +2.3% | -31.6% | -29.1% |
| 30D | -46.0% | +9.8% | -55.8% | -46.6% |
| 3M | -43.2% | -0.2% | -43.0% | -42.2% |
| 6M | -53.7% | +8.4% | -62.1% | -55.4% |
| YTD | +46.9% | +7.5% | +39.4% | +41.6% |
| 1Y | +54.3% | +13.2% | +41.2% | +47.0% |
| All | +54.3% | +14.5% | +39.8% | +47.0% |
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