+30.9%
DOCU vs XME
+127.9%
-97.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +19.0% | +6.0% | +13.0% | +17.0% |
| 3M | +34.3% | -7.7% | +42.0% | +37.9% |
| 6M | +48.0% | +1.0% | +47.1% | +46.5% |
| YTD | 0.0% | +14.6% | -14.6% | -7.9% |
| 1Y | -10.3% | +46.0% | -56.2% | -27.6% |
| All | +30.9% | +127.9% | -97.0% | -23.3% |
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