+121.1%
XEL vs DOCU
+107.7%
+13.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +1.7% | -3.2% | +4.9% | +1.7% |
| 30D | +10.5% | +15.7% | -5.2% | +10.2% |
| 3M | +4.9% | +37.3% | -32.3% | +4.3% |
| 6M | +0.2% | +63.1% | -62.9% | -0.8% |
| YTD | +11.3% | +15.4% | -4.0% | +11.0% |
| 1Y | +2.1% | +11.3% | -9.2% | +1.9% |
| 3Y | +45.7% | +92.1% | -46.4% | +42.2% |
| 5Y | +47.9% | -70.5% | +118.4% | +47.2% |
| All | +121.1% | +107.7% | +13.4% | +105.8% |
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