+145.6%
XLF vs DOCU
+104.6%
+41.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.7% | -4.8% | +5.5% | +1.3% |
| 30D | +6.0% | +9.4% | -3.4% | +4.9% |
| 3M | +1.0% | +29.0% | -28.0% | -2.0% |
| 6M | +14.0% | +62.3% | -48.3% | +7.2% |
| YTD | +7.2% | +13.7% | -6.5% | +4.5% |
| 1Y | +11.6% | +11.5% | +0.1% | +9.0% |
| 3Y | +81.2% | +94.2% | -13.0% | +63.0% |
| 5Y | +57.9% | -71.7% | +129.6% | +60.2% |
| All | +145.6% | +104.6% | +41.0% | +86.4% |
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 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