+471.1%
XLK vs DOCU
+110.9%
+360.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +7.0% | +1.6% | +5.5% | +6.7% |
| 30D | -11.5% | +10.8% | -22.3% | -13.6% |
| 3M | -7.9% | +38.0% | -45.8% | -14.7% |
| 6M | -0.6% | +77.4% | -78.0% | -13.9% |
| YTD | +21.1% | +17.2% | +4.0% | +14.3% |
| 1Y | +18.8% | +15.6% | +3.3% | +12.2% |
| 3Y | +97.3% | +95.6% | +1.7% | +57.9% |
| 5Y | +115.5% | -69.7% | +185.3% | +135.8% |
| All | +471.1% | +110.9% | +360.2% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling