+30.8%
XEL vs DOCU
-78.0%
+108.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -1.0% | +6.9% | -7.8% | -1.0% |
| 30D | -1.9% | +19.0% | -20.9% | -2.2% |
| 3M | -1.9% | +34.3% | -36.2% | -2.4% |
| 6M | -7.4% | +48.0% | -55.5% | -8.1% |
| YTD | +4.1% | 0.0% | +4.0% | +4.2% |
| 1Y | +8.0% | -10.3% | +18.3% | +8.5% |
| 3Y | +48.4% | +32.4% | +16.0% | +46.3% |
| All | +30.8% | -78.0% | +108.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling