+144.0%
XLK vs DOCU
-78.0%
+222.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.1% |
| 7D | +0.9% | +6.9% | -6.0% | -0.6% |
| 30D | +0.7% | +19.0% | -18.3% | -3.1% |
| 3M | -2.9% | +34.3% | -37.2% | -9.6% |
| 6M | +34.3% | +48.0% | -13.8% | +21.6% |
| YTD | +30.4% | 0.0% | +30.4% | +28.2% |
| 1Y | +43.4% | -10.3% | +53.6% | +43.5% |
| 3Y | +116.8% | +32.4% | +84.4% | +91.3% |
| All | +144.0% | -78.0% | +222.0% | +162.1% |
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