+166.3%
XLI vs DOCU
+111.8%
+54.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.6% | -3.7% | +4.3% | +0.9% |
| 30D | -0.4% | +15.0% | -15.3% | -1.9% |
| 3M | -8.8% | +39.9% | -48.7% | -12.2% |
| 6M | -0.4% | +66.2% | -66.5% | -6.2% |
| YTD | +10.1% | +17.7% | -7.6% | +7.2% |
| 1Y | +12.3% | +13.7% | -1.4% | +9.6% |
| 3Y | +73.9% | +95.9% | -22.0% | +56.4% |
| 5Y | +73.4% | -71.7% | +145.1% | +78.0% |
| All | +166.3% | +111.8% | +54.5% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling