+64.6%
XLI vs DOCU
-71.9%
+136.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.9% |
| 7D | -4.5% | -3.2% | -1.3% | -4.2% |
| 30D | -5.3% | +15.7% | -21.0% | -6.8% |
| 3M | -12.6% | +37.3% | -49.9% | -15.7% |
| 6M | -5.3% | +63.1% | -68.4% | -10.8% |
| YTD | +5.6% | +15.4% | -9.8% | +3.1% |
| 1Y | +7.3% | +11.3% | -4.0% | +5.1% |
| 3Y | +66.7% | +92.1% | -25.3% | +49.2% |
| 5Y | +64.6% | -70.5% | +135.1% | +58.1% |
| All | +64.6% | -71.9% | +136.5% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling