-1.7%
XLK vs DOCU
+69.4%
-71.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +3.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -11.2% | +12.9% | -24.1% | -11.1% |
| 3M | -6.2% | +35.1% | -41.3% | -6.2% |
| 6M | -1.7% | +76.2% | -77.9% | -3.2% |
| All | -1.7% | +69.4% | -71.2% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling