+218.0%
XLE vs DOCU
-78.0%
+296.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.1% |
| 7D | +2.2% | +6.9% | -4.7% | +1.8% |
| 30D | +11.8% | +19.0% | -7.2% | +10.5% |
| 3M | +9.8% | +34.3% | -24.5% | +7.7% |
| 6M | +15.6% | +48.0% | -32.4% | +12.4% |
| YTD | +45.3% | 0.0% | +45.2% | +44.7% |
| 1Y | +48.3% | -10.3% | +58.6% | +48.6% |
| 3Y | +55.4% | +32.4% | +23.0% | +49.7% |
| All | +218.0% | -78.0% | +296.0% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling