+83.9%
XLI vs DOCU
-78.0%
+161.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | -1.1% | +6.9% | -7.9% | -1.8% |
| 30D | -5.9% | +19.0% | -24.9% | -7.8% |
| 3M | -0.3% | +34.3% | -34.6% | -3.7% |
| 6M | +0.1% | +48.0% | -47.9% | -4.9% |
| YTD | +13.6% | 0.0% | +13.6% | +12.8% |
| 1Y | +17.2% | -10.3% | +27.5% | +17.5% |
| 3Y | +68.2% | +32.4% | +35.8% | +57.2% |
| All | +83.9% | -78.0% | +161.9% | +83.2% |
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