+12.3%
XLI vs DOCU
+11.6%
+0.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.6% | -3.7% | +4.3% | +0.3% |
| 30D | -0.4% | +15.0% | -15.3% | +0.5% |
| 3M | -8.8% | +39.9% | -48.7% | -6.8% |
| 6M | -0.4% | +66.2% | -66.5% | +3.3% |
| YTD | +10.1% | +17.7% | -7.6% | +14.1% |
| 1Y | +12.3% | +13.7% | -1.4% | +17.1% |
| All | +12.3% | +11.6% | +0.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling