+147.0%
XLE vs DOCU
+111.8%
+35.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | -7.2% | -3.7% | -3.5% | -7.0% |
| 30D | +0.1% | +15.0% | -14.8% | -0.8% |
| 3M | +9.2% | +39.9% | -30.7% | +6.8% |
| 6M | +8.4% | +66.2% | -57.8% | +4.6% |
| YTD | +44.9% | +17.7% | +27.2% | +42.7% |
| 1Y | +49.9% | +13.7% | +36.2% | +47.8% |
| 3Y | +61.1% | +95.9% | -34.8% | +51.3% |
| 5Y | +163.4% | -71.7% | +235.0% | +167.0% |
| All | +147.0% | +111.8% | +35.1% | +85.6% |
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