+52.6%
DOCS vs XRT
+49.6%
+3.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.0% |
| 7D | -0.8% | +0.9% | -1.6% | -1.2% |
| 30D | +17.4% | +7.9% | +9.5% | +12.4% |
| 3M | +57.4% | -0.2% | +57.5% | +57.8% |
| 6M | +26.5% | +5.6% | +21.0% | +23.0% |
| YTD | -26.6% | +5.7% | -32.3% | -29.0% |
| 1Y | -48.1% | +14.6% | -62.6% | -52.3% |
| 3Y | +52.6% | +50.7% | +2.0% | +8.1% |
| All | +52.6% | +49.6% | +3.1% | +8.1% |
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 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