+103.5%
XLK vs DOCU
-71.0%
+174.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | -8.2% | -5.5% | -2.7% | -7.1% |
| 30D | -18.2% | +12.6% | -30.8% | -20.3% |
| 3M | -11.0% | +36.4% | -47.4% | -17.1% |
| 6M | -2.9% | +66.8% | -69.7% | -14.1% |
| YTD | +14.8% | +13.5% | +1.4% | +9.6% |
| 1Y | +14.5% | +11.3% | +3.2% | +9.6% |
| 3Y | +94.2% | +92.1% | +2.1% | +57.5% |
| All | +103.5% | -71.0% | +174.6% | +98.5% |
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