+101.7%
DOCU vs XME
+202.3%
-100.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.0% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | +12.9% | -7.3% | +20.2% | +15.4% |
| 3M | +35.1% | -17.4% | +52.5% | +43.0% |
| 6M | +76.2% | -21.8% | +98.0% | +88.7% |
| YTD | +17.2% | -6.0% | +23.2% | +14.1% |
| 1Y | +16.4% | +3.8% | +12.6% | +8.7% |
| 3Y | +95.6% | +100.0% | -4.4% | +35.7% |
| 5Y | -68.5% | +116.1% | -184.6% | -78.2% |
| All | +101.7% | +202.3% | -100.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling