+49.9%
XLE vs DOCU
+11.6%
+38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | -7.2% | -3.7% | -3.5% | -7.3% |
| 30D | +0.1% | +15.0% | -14.8% | +0.6% |
| 3M | +9.2% | +39.9% | -30.7% | +10.8% |
| 6M | +8.4% | +66.2% | -57.8% | +11.0% |
| YTD | +44.9% | +17.7% | +27.2% | +45.7% |
| 1Y | +49.9% | +13.7% | +36.2% | +51.3% |
| All | +49.9% | +11.6% | +38.3% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling