+116.3%
XLK vs DOCU
-69.1%
+185.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +2.6% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -11.2% | +12.9% | -24.1% | -13.5% |
| 3M | -6.2% | +35.1% | -41.3% | -12.4% |
| 6M | -1.7% | +76.2% | -77.9% | -14.0% |
| YTD | +21.5% | +17.2% | +4.4% | +15.3% |
| 1Y | +19.6% | +16.4% | +3.2% | +13.4% |
| 3Y | +97.9% | +95.6% | +2.4% | +60.1% |
| All | +116.3% | -69.1% | +185.3% | +108.0% |
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