+101.7%
DOCU vs XHB
+182.3%
-80.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -0.4% | -4.1% | +3.7% | +2.1% |
| 30D | +12.9% | +9.6% | +3.3% | +5.9% |
| 3M | +35.1% | -6.0% | +41.1% | +39.4% |
| 6M | +76.2% | +2.2% | +74.0% | +70.3% |
| YTD | +17.2% | +1.1% | +16.0% | +11.3% |
| 1Y | +16.4% | -1.7% | +18.1% | +12.6% |
| 3Y | +95.6% | +36.5% | +59.1% | +42.8% |
| 5Y | -68.5% | +33.5% | -102.0% | -77.0% |
| All | +101.7% | +182.3% | -80.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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