-51.1%
DOCS vs XRT
-3.3%
-47.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -1.8% |
| 7D | -1.3% | +2.3% | -3.7% | -3.3% |
| 30D | +19.4% | +9.8% | +9.6% | +9.8% |
| 3M | +53.4% | -0.2% | +53.6% | +53.9% |
| 6M | +28.8% | +8.4% | +20.4% | +19.4% |
| YTD | -25.1% | +7.5% | -32.6% | -30.8% |
| 1Y | -48.1% | +13.2% | -61.3% | -54.5% |
| 3Y | +51.4% | +52.0% | -0.6% | -7.8% |
| 5Y | -51.1% | -3.2% | -47.9% | -54.3% |
| All | -51.1% | -3.3% | -47.8% | -54.3% |
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