+25.0%
XLB vs DOCU
+11.4%
+13.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.9% |
| 7D | -0.4% | -3.2% | +2.8% | -0.4% |
| 30D | +5.2% | +15.7% | -10.5% | +5.5% |
| 3M | -0.1% | +37.3% | -37.4% | +0.6% |
| 6M | +2.4% | +63.1% | -60.7% | +4.1% |
| YTD | +16.9% | +15.4% | +1.5% | +20.4% |
| 1Y | +25.0% | +11.3% | +13.7% | +29.7% |
| All | +25.0% | +11.4% | +13.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling