+148.3%
XLF vs DOCU
+110.9%
+37.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | +6.5% | +12.9% | -6.4% | +5.0% |
| 3M | +1.8% | +35.1% | -33.3% | -1.8% |
| 6M | +15.4% | +76.2% | -60.8% | +7.6% |
| YTD | +8.4% | +17.2% | -8.8% | +5.3% |
| 1Y | +11.9% | +16.4% | -4.5% | +8.8% |
| 3Y | +81.1% | +95.6% | -14.5% | +62.8% |
| 5Y | +59.5% | -68.5% | +128.0% | +60.3% |
| All | +148.3% | +110.9% | +37.3% | +87.8% |
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