+35.8%
XLC vs DOCU
-71.0%
+106.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +4.9% | -5.5% | +10.4% | +6.0% |
| 30D | -5.8% | +12.6% | -18.5% | -8.0% |
| 3M | -5.4% | +36.4% | -41.8% | -11.2% |
| 6M | -10.2% | +66.8% | -77.0% | -19.2% |
| YTD | -10.2% | +13.5% | -23.6% | -13.7% |
| 1Y | -5.6% | +11.3% | -16.9% | -9.2% |
| 3Y | +61.0% | +92.1% | -31.1% | +31.5% |
| All | +35.8% | -71.0% | +106.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling