-50.3%
DOCS vs XRT
-2.0%
-48.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.6% |
| 7D | -1.4% | +0.8% | -2.2% | -2.1% |
| 30D | +21.8% | -4.2% | +26.0% | +26.7% |
| 3M | +27.3% | +5.1% | +22.2% | +21.9% |
| 6M | -0.3% | +2.4% | -2.8% | -3.0% |
| YTD | -40.5% | +3.2% | -43.7% | -42.9% |
| 1Y | -61.5% | +1.5% | -63.1% | -62.7% |
| 3Y | +8.2% | +40.6% | -32.4% | -27.6% |
| 5Y | -73.4% | -1.0% | -72.4% | -75.4% |
| All | -50.3% | -2.0% | -48.3% | -53.5% |
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