-48.1%
DOCS vs XRT
+14.5%
-62.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.7% |
| 7D | -1.3% | +2.3% | -3.7% | -2.5% |
| 30D | +19.4% | +9.8% | +9.6% | +13.8% |
| 3M | +53.4% | -0.2% | +53.6% | +52.8% |
| 6M | +28.8% | +8.4% | +20.4% | +25.6% |
| YTD | -25.1% | +7.5% | -32.6% | -28.0% |
| 1Y | -48.1% | +13.2% | -61.3% | -52.7% |
| All | -48.1% | +14.5% | -62.7% | -52.7% |
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