+98.6%
DOCU vs XHB
+184.3%
-85.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | +0.2% |
| 7D | -3.2% | +2.5% | -5.8% | -5.0% |
| 30D | +15.7% | +6.7% | +9.0% | +10.5% |
| 3M | +37.3% | -5.8% | +43.1% | +41.7% |
| 6M | +63.1% | +1.7% | +61.4% | +58.0% |
| YTD | +15.4% | +1.9% | +13.5% | +9.1% |
| 1Y | +11.3% | +0.9% | +10.4% | +5.9% |
| 3Y | +92.1% | +37.6% | +54.5% | +39.7% |
| 5Y | -70.5% | +35.7% | -106.2% | -78.6% |
| All | +98.6% | +184.3% | -85.7% | +5.6% |
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