+133.1%
XLC vs DOCU
+25.1%
+108.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +7.1% | -4.8% | +11.9% | +8.0% |
| 30D | -2.7% | +9.4% | -12.1% | -4.5% |
| 3M | -3.2% | +29.0% | -32.2% | -8.1% |
| 6M | -7.7% | +62.3% | -70.0% | -16.5% |
| YTD | -8.0% | +13.7% | -21.6% | -11.7% |
| 1Y | -3.1% | +11.5% | -14.6% | -6.9% |
| 3Y | +64.9% | +94.2% | -29.3% | +35.9% |
| 5Y | +39.5% | -71.7% | +111.3% | +49.2% |
| All | +133.1% | +25.1% | +108.0% | +59.5% |
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 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