+72.2%
DOCU vs XHB
+181.1%
-108.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.1% |
| 7D | +6.9% | -1.3% | +8.2% | +7.8% |
| 30D | +19.0% | -6.9% | +25.9% | +24.6% |
| 3M | +34.3% | -1.3% | +35.6% | +34.3% |
| 6M | +48.0% | -6.8% | +54.8% | +51.4% |
| YTD | 0.0% | +0.7% | -0.7% | -4.0% |
| 1Y | -10.3% | -11.2% | +1.0% | -6.1% |
| 3Y | +32.4% | +25.3% | +7.1% | +3.6% |
| 5Y | -77.9% | +37.3% | -115.3% | -83.9% |
| All | +72.2% | +181.1% | -108.9% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling