+73.9%
XBI vs DOCU
+104.2%
-30.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +3.0% |
| 7D | -2.4% | -5.5% | +3.1% | -1.0% |
| 30D | +1.3% | +12.6% | -11.3% | -1.8% |
| 3M | -1.5% | +36.4% | -37.9% | -9.7% |
| 6M | +10.7% | +66.8% | -56.1% | -5.0% |
| YTD | +25.0% | +13.5% | +11.5% | +17.5% |
| 1Y | +39.9% | +11.3% | +28.6% | +31.9% |
| 3Y | +119.2% | +92.1% | +27.1% | +66.0% |
| 5Y | +16.6% | -71.0% | +87.6% | +32.0% |
| All | +73.9% | +104.2% | -30.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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