+77.8%
XLF vs DOCU
+87.9%
-10.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +1.2% | -5.5% | +6.7% | +1.8% |
| 30D | +6.3% | +12.6% | -6.3% | +4.9% |
| 3M | -0.8% | +36.4% | -37.2% | -4.4% |
| 6M | +11.0% | +66.8% | -55.8% | +4.0% |
| YTD | +5.6% | +13.5% | -7.8% | +3.2% |
| 1Y | +10.8% | +11.3% | -0.5% | +8.3% |
| 3Y | +77.8% | +92.1% | -14.3% | +62.2% |
| All | +77.8% | +87.9% | -10.1% | +62.2% |
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