+54.6%
XLE vs DOCU
+33.7%
+21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.0% |
| 7D | +2.2% | +6.9% | -4.7% | +1.9% |
| 30D | +11.8% | +19.0% | -7.2% | +10.7% |
| 3M | +9.8% | +34.3% | -24.5% | +8.0% |
| 6M | +15.6% | +48.0% | -32.4% | +12.7% |
| YTD | +45.3% | 0.0% | +45.2% | +45.6% |
| 1Y | +48.3% | -10.3% | +58.6% | +49.6% |
| All | +54.6% | +33.7% | +21.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling