+165.2%
XLI vs DOCU
+104.4%
+60.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | -3.4% | +1.8% | -1.2% |
| 30D | -0.3% | +9.3% | -9.6% | -1.3% |
| 3M | -8.4% | +30.2% | -38.6% | -11.1% |
| 6M | -2.1% | +62.1% | -64.2% | -7.6% |
| YTD | +9.6% | +13.5% | -3.9% | +7.1% |
| 1Y | +10.7% | +11.5% | -0.8% | +8.2% |
| 3Y | +71.6% | +89.5% | -17.9% | +54.8% |
| 5Y | +70.8% | -69.6% | +140.4% | +74.2% |
| All | +165.2% | +104.4% | +60.8% | +96.1% |
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 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