+119.1%
XEL vs DOCU
+104.2%
+14.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -0.2% | -5.5% | +5.4% | -0.1% |
| 30D | +10.0% | +12.6% | -2.6% | +9.8% |
| 3M | +4.3% | +36.4% | -32.1% | +3.7% |
| 6M | +0.5% | +66.8% | -66.3% | -0.6% |
| YTD | +10.4% | +13.5% | -3.1% | +10.1% |
| 1Y | +2.0% | +11.3% | -9.3% | +1.8% |
| 3Y | +45.6% | +92.1% | -46.5% | +42.0% |
| 5Y | +46.6% | -71.0% | +117.6% | +46.0% |
| All | +119.1% | +104.2% | +14.9% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling