+98.6%
DOCU vs XPO
+429.0%
-330.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | -0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.2% |
| 30D | +15.7% | -3.8% | +19.5% | +16.9% |
| 3M | +37.3% | -11.8% | +49.1% | +42.2% |
| 6M | +63.1% | -15.0% | +78.1% | +69.8% |
| YTD | +15.4% | +29.9% | -14.5% | +2.8% |
| 1Y | +11.3% | +27.6% | -16.3% | -0.5% |
| 3Y | +92.1% | +121.9% | -29.8% | +35.0% |
| 5Y | -70.5% | +277.9% | -348.4% | -83.7% |
| All | +98.6% | +429.0% | -330.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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