+152.4%
XRT vs DOC
+14.9%
+137.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +2.3% | +6.2% | -3.9% | -0.1% |
| 30D | +9.8% | +6.5% | +3.3% | +7.1% |
| 3M | -0.2% | -6.2% | +6.1% | +2.3% |
| 6M | +8.4% | +25.6% | -17.2% | -2.1% |
| YTD | +7.5% | +32.1% | -24.6% | -5.3% |
| 1Y | +13.2% | +20.3% | -7.1% | +3.6% |
| 3Y | +52.0% | +42.7% | +9.3% | +27.6% |
| 5Y | -3.2% | -22.2% | +19.0% | +2.8% |
| All | +152.4% | +14.9% | +137.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling