+142.5%
XLC vs DOCU
+10.1%
+132.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.9% |
| 7D | -0.8% | +6.9% | -7.7% | -2.1% |
| 30D | +1.0% | +19.0% | -17.9% | -2.4% |
| 3M | -0.7% | +34.3% | -35.0% | -6.5% |
| 6M | -5.1% | +48.0% | -53.2% | -12.9% |
| YTD | -4.3% | 0.0% | -4.3% | -5.7% |
| 1Y | -0.6% | -10.3% | +9.7% | -0.6% |
| 3Y | +72.7% | +32.4% | +40.3% | +53.7% |
| 5Y | +38.0% | -77.9% | +115.9% | +54.5% |
| All | +142.5% | +10.1% | +132.4% | +70.3% |
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 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