+145.2%
XLF vs DOCU
+80.0%
+65.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.2% |
| 7D | 0.0% | +6.9% | -6.9% | -0.8% |
| 30D | +0.2% | +19.0% | -18.8% | -1.9% |
| 3M | +11.7% | +34.3% | -22.6% | +7.7% |
| 6M | +13.8% | +48.0% | -34.2% | +8.1% |
| YTD | +7.0% | 0.0% | +7.0% | +6.0% |
| 1Y | +9.1% | -10.3% | +19.4% | +9.1% |
| 3Y | +75.6% | +32.4% | +43.2% | +64.9% |
| 5Y | +66.4% | -77.9% | +144.4% | +73.0% |
| All | +145.2% | +80.0% | +65.1% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling