-71.7%
DOCU vs XHB
+33.2%
-104.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.5% |
| 7D | -5.5% | +1.3% | -6.9% | -6.8% |
| 30D | +12.6% | +7.8% | +4.8% | +5.5% |
| 3M | +36.4% | -5.5% | +41.9% | +41.3% |
| 6M | +66.8% | -2.6% | +69.4% | +65.9% |
| YTD | +13.5% | +0.4% | +13.1% | +6.1% |
| 1Y | +11.3% | -1.0% | +12.3% | +5.1% |
| 3Y | +92.1% | +37.3% | +54.8% | +9.5% |
| All | -71.7% | +33.2% | -104.9% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling