+113.4%
XLB vs DOCU
+104.2%
+9.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -1.5% | -5.5% | +4.1% | -0.9% |
| 30D | +6.1% | +12.6% | -6.6% | +4.6% |
| 3M | 0.0% | +36.4% | -36.4% | -3.6% |
| 6M | 0.0% | +66.8% | -66.8% | -6.3% |
| YTD | +16.0% | +13.5% | +2.6% | +13.2% |
| 1Y | +24.7% | +11.3% | +13.4% | +21.8% |
| 3Y | +40.4% | +92.1% | -51.7% | +25.3% |
| 5Y | +30.7% | -71.0% | +101.6% | +33.9% |
| All | +113.4% | +104.2% | +9.1% | +61.2% |
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