+43.7%
XLP vs DOCU
+91.1%
-47.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +3.5% | -3.2% | +6.7% | +3.5% |
| 30D | +11.6% | +15.7% | -4.1% | +11.3% |
| 3M | +7.6% | +37.3% | -29.6% | +7.2% |
| 6M | +10.0% | +63.1% | -53.1% | +9.4% |
| YTD | +19.7% | +15.4% | +4.4% | +19.7% |
| 1Y | +23.5% | +11.3% | +12.1% | +23.5% |
| All | +43.7% | +91.1% | -47.4% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling