+196.4%
DOCN vs XRT
+52.2%
+144.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -13.1% |
| 7D | -29.3% | +2.3% | -31.6% | -31.0% |
| 30D | -46.0% | +9.8% | -55.8% | -51.4% |
| 3M | -43.2% | -0.2% | -43.0% | -43.9% |
| 6M | -53.7% | +8.4% | -62.1% | -59.3% |
| YTD | +46.9% | +7.5% | +39.4% | +30.3% |
| 1Y | +54.3% | +13.2% | +41.2% | +27.6% |
| All | +196.4% | +52.2% | +144.2% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling