+95.3%
DOCU vs XLRE
+92.3%
+3.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -5.5% | +1.9% | -7.5% | -6.8% |
| 30D | +12.6% | +8.5% | +4.2% | +6.6% |
| 3M | +36.4% | -1.0% | +37.4% | +36.9% |
| 6M | +66.8% | 0.0% | +66.8% | +66.0% |
| YTD | +13.5% | +11.7% | +1.8% | +4.1% |
| 1Y | +11.3% | +11.8% | -0.5% | +2.0% |
| 3Y | +92.1% | +40.8% | +51.2% | +49.0% |
| 5Y | -71.0% | +8.2% | -79.1% | -73.2% |
| All | +95.3% | +92.3% | +3.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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