+166.3%
XLI vs DOCU
+110.9%
+55.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | +1.6% | +2.7% | +4.1% |
| 30D | +0.5% | +10.8% | -10.4% | -0.7% |
| 3M | -8.6% | +38.0% | -46.6% | -11.8% |
| 6M | -2.3% | +77.4% | -79.7% | -8.6% |
| YTD | +10.1% | +17.2% | -7.1% | +7.2% |
| 1Y | +11.0% | +15.6% | -4.6% | +8.2% |
| 3Y | +72.3% | +95.6% | -23.3% | +55.0% |
| 5Y | +70.8% | -69.7% | +140.6% | +74.3% |
| All | +166.3% | +110.9% | +55.4% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling