+127.7%
XLP vs DOCU
+111.8%
+15.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +5.9% | -3.7% | +9.6% | +6.0% |
| 30D | +13.5% | +15.0% | -1.5% | +12.7% |
| 3M | +8.4% | +39.9% | -31.5% | +6.7% |
| 6M | +11.5% | +66.2% | -54.6% | +8.9% |
| YTD | +20.6% | +17.7% | +2.9% | +19.4% |
| 1Y | +24.3% | +13.7% | +10.6% | +23.2% |
| 3Y | +45.1% | +95.9% | -50.9% | +38.0% |
| 5Y | +44.6% | -71.7% | +116.3% | +46.5% |
| All | +127.7% | +111.8% | +15.9% | +95.4% |
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