+514.8%
XLK vs DOCU
+80.0%
+434.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -2.9% | +34.3% | -37.2% | -10.0% |
| 6M | +34.3% | +48.0% | -13.8% | +20.9% |
| YTD | +30.4% | 0.0% | +30.4% | +27.8% |
| 1Y | +43.4% | -10.3% | +53.6% | +43.2% |
| 3Y | +116.8% | +32.4% | +84.4% | +90.3% |
| 5Y | +144.0% | -77.9% | +222.0% | +187.6% |
| All | +514.8% | +80.0% | +434.8% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling