+59.3%
XLF vs DOCU
-69.6%
+128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +4.1% | -1.4% | +2.1% |
| 30D | +7.6% | +7.4% | +0.3% | +6.6% |
| 3M | +1.1% | +26.0% | -24.9% | -2.1% |
| 6M | +15.9% | +79.2% | -63.3% | +6.6% |
| YTD | +8.4% | +18.1% | -9.6% | +4.9% |
| 1Y | +12.5% | +20.5% | -8.0% | +8.4% |
| 3Y | +81.6% | +96.4% | -14.8% | +59.4% |
| All | +59.3% | -69.6% | +128.9% | +53.1% |
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