+60.1%
DOCN vs XRT
-1.0%
+61.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +1.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.1% |
| 30D | -9.6% | -4.2% | -5.4% | -5.2% |
| 3M | -37.7% | +5.1% | -42.8% | -43.3% |
| 6M | +115.2% | +2.4% | +112.8% | +101.4% |
| YTD | +133.7% | +3.2% | +130.5% | +116.7% |
| 1Y | +250.2% | +1.5% | +248.6% | +231.4% |
| 3Y | +320.3% | +40.6% | +279.7% | +156.0% |
| All | +60.1% | -1.0% | +61.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling