+121.4%
XLB vs DOCU
+111.8%
+9.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +3.9% | -3.7% | +7.6% | +4.4% |
| 30D | +8.9% | +15.0% | -6.1% | +7.2% |
| 3M | +4.1% | +39.9% | -35.8% | 0.0% |
| 6M | +7.3% | +66.2% | -58.8% | +0.7% |
| YTD | +20.4% | +17.7% | +2.7% | +17.0% |
| 1Y | +29.5% | +13.7% | +15.9% | +26.3% |
| 3Y | +44.9% | +95.9% | -51.0% | +29.1% |
| 5Y | +36.6% | -71.7% | +108.3% | +40.3% |
| All | +121.4% | +111.8% | +9.5% | +66.6% |
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