+35.0%
XLB vs DOCU
+33.7%
+1.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | -1.4% | +6.9% | -8.3% | -1.9% |
| 30D | -0.4% | +19.0% | -19.4% | -1.9% |
| 3M | +2.0% | +34.3% | -32.3% | -0.8% |
| 6M | +1.8% | +48.0% | -46.2% | -2.2% |
| YTD | +16.6% | 0.0% | +16.6% | +16.8% |
| 1Y | +16.9% | -10.3% | +27.2% | +18.4% |
| All | +35.0% | +33.7% | +1.4% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling