+139.6%
XLE vs DOCU
+107.7%
+31.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | -10.3% | -3.2% | -7.1% | -10.1% |
| 30D | -3.3% | +15.7% | -19.0% | -4.2% |
| 3M | +8.2% | +37.3% | -29.1% | +5.9% |
| 6M | +5.0% | +63.1% | -58.1% | +1.5% |
| YTD | +40.6% | +15.4% | +25.2% | +38.6% |
| 1Y | +45.0% | +11.3% | +33.7% | +43.2% |
| 3Y | +56.3% | +92.1% | -35.7% | +47.0% |
| 5Y | +152.2% | -70.5% | +222.7% | +155.1% |
| All | +139.6% | +107.7% | +31.9% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling