+7.8%
XLI vs DOCU
+10.1%
-2.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | 0.0% |
| 7D | -2.8% | -5.5% | +2.7% | -3.2% |
| 30D | -3.1% | +12.6% | -15.7% | -2.3% |
| 3M | -11.7% | +36.4% | -48.1% | -9.9% |
| 6M | -7.6% | +66.8% | -74.4% | -4.2% |
| YTD | +5.7% | +13.5% | -7.8% | +9.2% |
| 1Y | +7.8% | +11.3% | -3.5% | +11.9% |
| All | +7.8% | +10.1% | -2.3% | +11.9% |
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