-35.6%
DOCN vs XRT
-5.3%
-30.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +4.7% |
| 7D | -19.2% | +0.9% | -20.0% | -20.5% |
| 30D | -43.1% | +7.9% | -51.0% | -49.3% |
| 3M | -40.7% | -0.2% | -40.5% | -42.3% |
| 6M | -55.0% | +5.6% | -60.5% | -60.4% |
| YTD | +50.6% | +5.7% | +45.0% | +32.2% |
| 1Y | +54.0% | +14.6% | +39.4% | +20.2% |
| 3Y | +203.9% | +50.7% | +153.2% | +61.4% |
| All | -35.6% | -5.3% | -30.3% | -20.5% |
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