+34.7%
XLC vs DOCU
-71.9%
+106.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +3.1% | -3.2% | +6.3% | +3.7% |
| 30D | -6.5% | +15.7% | -22.2% | -9.1% |
| 3M | -5.6% | +37.3% | -42.9% | -11.4% |
| 6M | -9.2% | +63.1% | -72.4% | -18.1% |
| YTD | -10.6% | +15.4% | -25.9% | -14.4% |
| 1Y | -6.9% | +11.3% | -18.2% | -10.4% |
| 3Y | +59.9% | +92.1% | -32.2% | +30.7% |
| 5Y | +34.7% | -70.5% | +105.2% | +27.7% |
| All | +34.7% | -71.9% | +106.5% | +27.7% |
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