-69.4%
DOCU vs XHB
+28.9%
-98.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.2% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +7.4% | +9.9% | -2.6% | -1.1% |
| 3M | +26.0% | -6.3% | +32.3% | +31.2% |
| 6M | +79.2% | +3.8% | +75.3% | +68.7% |
| YTD | +18.1% | +0.1% | +17.9% | +10.4% |
| 1Y | +20.5% | -0.8% | +21.3% | +13.4% |
| 3Y | +96.4% | +35.6% | +60.8% | +13.7% |
| All | -69.4% | +28.9% | -98.3% | -83.1% |
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