+72.2%
DOCU vs XLRE
+90.4%
-18.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.2% |
| 7D | +6.9% | -1.2% | +8.1% | +7.7% |
| 30D | +19.0% | -2.8% | +21.8% | +21.3% |
| 3M | +34.3% | -0.2% | +34.5% | +34.7% |
| 6M | +48.0% | +1.9% | +46.1% | +45.3% |
| YTD | 0.0% | +10.6% | -10.5% | -7.4% |
| 1Y | -10.3% | +8.8% | -19.1% | -16.0% |
| 3Y | +32.4% | +31.5% | +0.9% | +7.9% |
| 5Y | -77.9% | +6.6% | -84.5% | -79.4% |
| All | +72.2% | +90.4% | -18.2% | +36.0% |
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