+69.9%
XLI vs DOCU
-69.6%
+139.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +3.8% | +4.1% | -0.3% | +3.3% |
| 30D | +1.0% | +7.4% | -6.3% | +0.3% |
| 3M | -8.9% | +26.0% | -34.9% | -11.3% |
| 6M | -2.3% | +79.2% | -81.5% | -8.9% |
| YTD | +9.7% | +18.1% | -8.4% | +6.9% |
| 1Y | +12.3% | +20.5% | -8.2% | +9.0% |
| 3Y | +71.5% | +96.4% | -24.9% | +53.1% |
| All | +69.9% | -69.6% | +139.5% | +61.9% |
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 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