+56.6%
XLF vs DOCU
-71.9%
+128.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +1.0% | -3.2% | +4.2% | +1.4% |
| 30D | +6.5% | +15.7% | -9.2% | +4.4% |
| 3M | -0.5% | +37.3% | -37.8% | -4.8% |
| 6M | +12.2% | +63.1% | -50.9% | +4.5% |
| YTD | +6.3% | +15.4% | -9.1% | +3.1% |
| 1Y | +11.0% | +11.3% | -0.3% | +8.1% |
| 3Y | +78.3% | +92.1% | -13.7% | +57.1% |
| 5Y | +56.6% | -70.5% | +127.1% | +51.6% |
| All | +56.6% | -71.9% | +128.4% | +51.6% |
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 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