+92.1%
DOCU vs XME
+84.7%
+7.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.0% | -2.3% |
| 7D | -5.5% | -4.5% | -1.1% | -4.7% |
| 30D | +12.6% | -10.9% | +23.5% | +15.1% |
| 3M | +36.4% | -15.3% | +51.7% | +40.3% |
| 6M | +66.8% | -24.6% | +91.4% | +77.2% |
| YTD | +13.5% | -9.6% | +23.1% | +10.0% |
| 1Y | +11.3% | +2.9% | +8.4% | +1.5% |
| 3Y | +92.1% | +86.9% | +5.1% | +24.2% |
| All | +92.1% | +84.7% | +7.4% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling