+513.3%
XRT vs DOC
+161.6%
+351.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.4% |
| 30D | -4.2% | -4.8% | +0.6% | -2.3% |
| 3M | +5.1% | +6.9% | -1.8% | +2.1% |
| 6M | +2.4% | +20.7% | -18.3% | -6.2% |
| YTD | +3.2% | +34.1% | -31.0% | -9.7% |
| 1Y | +1.5% | +22.6% | -21.1% | -8.1% |
| 3Y | +40.6% | +20.8% | +19.7% | +26.0% |
| 5Y | -1.0% | -24.9% | +23.9% | +7.0% |
| 10Y | +128.4% | -1.8% | +130.2% | +106.7% |
| All | +513.3% | +161.6% | +351.7% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling