+66.4%
DOCN vs XRT
+12.6%
+53.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -12.5% |
| 7D | -29.3% | +2.3% | -31.6% | -31.5% |
| 30D | -46.0% | +9.8% | -55.8% | -52.5% |
| 3M | -43.2% | -0.2% | -43.0% | -44.5% |
| 6M | -53.7% | +8.4% | -62.1% | -60.2% |
| YTD | +46.9% | +7.5% | +39.4% | +27.5% |
| 1Y | +54.3% | +13.2% | +41.2% | +24.6% |
| 3Y | +185.5% | +52.0% | +133.5% | +58.9% |
| 5Y | -31.1% | -3.2% | -27.9% | -34.1% |
| All | +66.4% | +12.6% | +53.7% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling