+127.9%
XLC vs DOCU
+29.5%
+98.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.8% | -3.7% | +5.5% | +2.5% |
| 30D | -6.0% | +15.0% | -20.9% | -8.5% |
| 3M | -6.0% | +39.9% | -45.9% | -12.1% |
| 6M | -9.1% | +66.2% | -75.2% | -18.1% |
| YTD | -10.0% | +17.7% | -27.7% | -14.2% |
| 1Y | -5.8% | +13.7% | -19.5% | -9.8% |
| 3Y | +60.8% | +95.9% | -35.1% | +32.4% |
| 5Y | +36.6% | -71.7% | +108.2% | +45.9% |
| All | +127.9% | +29.5% | +98.4% | +55.0% |
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