+95.3%
DOCU vs XME
+78.7%
+16.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -0.8% |
| 7D | -3.2% | -10.5% | +7.3% | -1.1% |
| 30D | +15.7% | -16.5% | +32.1% | +19.8% |
| 3M | +37.3% | -19.2% | +56.4% | +42.7% |
| 6M | +63.1% | -23.8% | +87.0% | +71.9% |
| YTD | +15.4% | -12.6% | +27.9% | +12.6% |
| 1Y | +11.3% | -0.1% | +11.5% | +2.1% |
| All | +95.3% | +78.7% | +16.6% | +27.2% |
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