+72.2%
DOCU vs XME
+268.5%
-196.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +34.3% | -7.7% | +42.0% | +37.3% |
| 6M | +48.0% | +1.0% | +47.1% | +44.5% |
| YTD | 0.0% | +14.6% | -14.6% | -8.4% |
| 1Y | -10.3% | +46.0% | -56.2% | -26.3% |
| 3Y | +32.4% | +127.0% | -94.6% | -11.1% |
| 5Y | -77.9% | +175.8% | -253.7% | -85.8% |
| All | +72.2% | +268.5% | -196.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling