+114.4%
XLB vs DOCU
+80.0%
+34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.7% |
| 7D | -1.4% | +6.9% | -8.3% | -2.1% |
| 30D | -0.4% | +19.0% | -19.4% | -2.4% |
| 3M | +2.0% | +34.3% | -32.3% | -1.7% |
| 6M | +1.8% | +48.0% | -46.2% | -3.4% |
| YTD | +16.6% | 0.0% | +16.6% | +15.5% |
| 1Y | +16.9% | -10.3% | +27.2% | +17.0% |
| 3Y | +32.6% | +32.4% | +0.2% | +23.7% |
| 5Y | +35.6% | -77.9% | +113.6% | +43.3% |
| All | +114.4% | +80.0% | +34.4% | +64.5% |
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